+350.4%
SU vs ILMN
-54.6%
+405.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.5% | +1.9% |
| 7D | +1.6% | -3.9% | +5.4% | +1.9% |
| 30D | +10.7% | +6.9% | +3.8% | +10.0% |
| 3M | +13.5% | +28.1% | -14.6% | +11.1% |
| 6M | +21.8% | +65.0% | -43.1% | +16.4% |
| YTD | +58.8% | +56.3% | +2.6% | +52.2% |
| 1Y | +72.0% | +108.7% | -36.7% | +59.5% |
| 3Y | +121.7% | +33.1% | +88.6% | +110.7% |
| 5Y | +350.4% | -54.1% | +404.5% | +389.3% |
| All | +350.4% | -54.6% | +405.0% | +389.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling