-7.7%
SRE vs ILMN
+92.1%
-99.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.0% | -3.0% |
| 7D | -2.1% | -21.6% | +19.5% | -2.7% |
| 30D | +6.1% | -22.9% | +28.9% | +5.4% |
| 3M | -3.5% | +11.6% | -15.1% | -3.2% |
| 6M | -10.8% | +62.5% | -73.3% | -10.2% |
| YTD | -4.0% | +72.7% | -76.7% | -6.1% |
| 1Y | -7.7% | +93.9% | -101.5% | -12.7% |
| All | -7.7% | +92.1% | -99.8% | -12.7% |
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