+2,557.3%
SOXX vs ILMN
+3,271.7%
-714.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.4% |
| 7D | +5.6% | +1.9% | +3.7% | +5.1% |
| 30D | -2.7% | +12.3% | -15.0% | -5.5% |
| 3M | -7.5% | +33.5% | -41.0% | -13.8% |
| 6M | +63.5% | +69.4% | -5.9% | +43.9% |
| YTD | +75.7% | +60.9% | +14.7% | +55.6% |
| 1Y | +113.3% | +115.0% | -1.6% | +75.0% |
| 3Y | +227.4% | +37.0% | +190.4% | +190.0% |
| 5Y | +256.2% | -53.1% | +309.3% | +289.0% |
| 10Y | +1,512.5% | +27.6% | +1,484.9% | +1,299.3% |
| All | +2,557.3% | +3,271.7% | -714.4% | +975.8% |
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