+809.6%
SPYM vs ILMN
+2,728.2%
-1,918.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.2% | +1.7% |
| 7D | +0.1% | -2.6% | +2.6% | +0.4% |
| 30D | -3.3% | -20.6% | +17.3% | 0.0% |
| 3M | -2.4% | +17.5% | -19.9% | -6.0% |
| 6M | +2.6% | +55.6% | -53.0% | -6.1% |
| YTD | +11.3% | +68.3% | -57.0% | -0.2% |
| 1Y | +13.5% | +81.1% | -67.7% | +0.4% |
| 3Y | +80.3% | +112.2% | -31.9% | +50.1% |
| 5Y | +72.7% | -42.6% | +115.3% | +75.1% |
| 10Y | +312.2% | +70.5% | +241.7% | +244.3% |
| All | +809.6% | +2,728.2% | -1,918.6% | +417.0% |
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