+506.1%
SPCX vs ILMN
+77.8%
+428.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.4% | +9.5% |
| 7D | +1.3% | -9.8% | +11.0% | +37.2% |
| 30D | -12.0% | -22.7% | +10.8% | +55.5% |
| 3M | +3.1% | +12.1% | -8.9% | -74.4% |
| 6M | +457.1% | +76.3% | +380.8% | -61.4% |
| YTD | +457.1% | +76.3% | +380.8% | -61.4% |
| 1Y | +457.1% | +76.3% | +380.8% | -61.4% |
| All | +506.1% | +77.8% | +428.2% | -58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling