+265.7%
SU vs ILMN
+25.5%
+240.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.1% |
| 7D | +1.7% | -9.2% | +10.9% | +3.0% |
| 30D | +9.6% | +4.4% | +5.3% | +8.7% |
| 3M | +11.7% | +23.9% | -12.2% | +7.9% |
| 6M | +21.9% | +64.5% | -42.6% | +12.3% |
| YTD | +58.6% | +53.5% | +5.2% | +47.1% |
| 1Y | +66.5% | +110.8% | -44.3% | +45.5% |
| 3Y | +121.4% | +30.7% | +90.8% | +103.7% |
| 5Y | +355.7% | -54.8% | +410.6% | +403.0% |
| All | +265.7% | +25.5% | +240.2% | +229.7% |
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 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