-10.1%
SOUN vs ILMN
-25.3%
+15.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.7% |
| 7D | -5.2% | +1.2% | -6.4% | -5.8% |
| 30D | +4.8% | +9.2% | -4.4% | -0.2% |
| 3M | -15.9% | +29.8% | -45.7% | -26.6% |
| 6M | -17.4% | +69.2% | -86.6% | -36.7% |
| YTD | -32.4% | +66.4% | -98.8% | -48.7% |
| 1Y | -49.3% | +123.4% | -172.7% | -67.7% |
| 3Y | +167.5% | +33.2% | +134.3% | +103.4% |
| All | -10.1% | -25.3% | +15.1% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling