+12.5%
SPYM vs ILMN
+74.5%
-62.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -0.9% | -6.0% | +5.1% | -0.4% |
| 30D | -2.4% | -23.0% | +20.7% | -0.6% |
| 3M | -1.1% | +10.4% | -11.6% | -2.1% |
| 6M | +3.3% | +49.4% | -46.1% | -0.1% |
| YTD | +12.4% | +62.3% | -50.0% | +6.1% |
| 1Y | +12.5% | +73.7% | -61.1% | +4.3% |
| All | +12.5% | +74.5% | -62.0% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling