-16.6%
SPCX vs ILMN
+27.0%
-43.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.1% | +7.7% |
| 7D | -0.3% | -9.7% | +9.4% | +3.5% |
| 30D | -19.9% | -20.4% | +0.5% | -13.3% |
| 3M | +16.8% | +10.0% | +6.8% | +18.6% |
| All | -16.6% | +27.0% | -43.6% | -26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling