+238.8%
SU vs ILMN
+54.3%
+184.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | +1.7% | -2.9% | +4.6% | +2.1% |
| 30D | -7.9% | -23.8% | +16.0% | -4.7% |
| 3M | +7.5% | +7.5% | +0.1% | +5.2% |
| 6M | +7.2% | +42.8% | -35.6% | +0.1% |
| YTD | +60.9% | +57.8% | +3.1% | +46.8% |
| 1Y | +63.6% | +72.6% | -9.0% | +47.0% |
| 3Y | +128.9% | +129.3% | -0.5% | +87.6% |
| 5Y | +228.3% | -44.5% | +272.8% | +245.2% |
| All | +238.8% | +54.3% | +184.5% | +197.5% |
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