+235.8%
SU vs ILMN
+56.2%
+179.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +0.3% | +0.7% | -0.4% | +0.2% |
| 30D | -7.9% | -22.7% | +14.9% | -4.9% |
| 3M | +9.2% | +8.6% | +0.5% | +6.6% |
| 6M | +5.5% | +43.8% | -38.4% | -1.6% |
| YTD | +59.5% | +59.8% | -0.3% | +45.2% |
| 1Y | +59.9% | +71.8% | -11.9% | +43.8% |
| 3Y | +130.3% | +119.0% | +11.3% | +90.4% |
| 5Y | +225.3% | -43.8% | +269.1% | +241.5% |
| All | +235.8% | +56.2% | +179.6% | +194.3% |
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 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