+130.9%
SOUN vs ILMN
+88.1%
+42.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -4.6% |
| 7D | -2.6% | -9.7% | +7.1% | +1.5% |
| 30D | -27.0% | -20.4% | -6.6% | -20.5% |
| 3M | -41.9% | +10.0% | -52.0% | -47.5% |
| 6M | -56.1% | +49.5% | -105.6% | -67.1% |
| YTD | -58.8% | +62.5% | -121.3% | -71.1% |
| 1Y | -71.1% | +76.0% | -147.1% | -80.8% |
| 3Y | +130.9% | +94.2% | +36.7% | +40.5% |
| All | +130.9% | +88.1% | +42.8% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling