-46.0%
SOUN vs ILMN
-24.4%
-21.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.0% | -3.0% |
| 7D | -1.0% | -2.6% | +1.6% | -0.4% |
| 30D | -24.9% | -20.6% | -4.2% | -18.4% |
| 3M | -49.5% | +17.5% | -67.0% | -54.9% |
| 6M | -54.4% | +55.6% | -110.0% | -64.8% |
| YTD | -59.4% | +68.3% | -127.7% | -70.3% |
| 1Y | -71.4% | +81.1% | -152.5% | -79.9% |
| 3Y | +134.1% | +112.2% | +22.0% | +47.2% |
| All | -46.0% | -24.4% | -21.6% | -34.5% |
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 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