+66.7%
SU vs ILMN
+109.0%
-42.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.5% | +1.6% |
| 7D | +1.6% | -3.9% | +5.4% | +1.5% |
| 30D | +10.7% | +6.9% | +3.8% | +11.0% |
| 3M | +13.5% | +28.1% | -14.6% | +14.8% |
| 6M | +21.8% | +65.0% | -43.1% | +24.3% |
| YTD | +58.8% | +56.3% | +2.6% | +61.6% |
| All | +66.7% | +109.0% | -42.3% | +68.9% |
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