+216.7%
SU vs ILMN
-43.7%
+260.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +0.7% |
| 7D | -10.2% | -9.8% | -0.4% | -9.5% |
| 30D | -6.2% | -22.7% | +16.5% | -4.7% |
| 3M | +8.7% | +12.1% | -3.4% | +7.1% |
| 6M | +7.2% | +51.5% | -44.2% | +3.1% |
| YTD | +55.9% | +63.9% | -7.9% | +48.2% |
| 1Y | +60.4% | +76.6% | -16.2% | +51.4% |
| 3Y | +125.2% | +124.6% | +0.6% | +102.1% |
| 5Y | +216.7% | -42.7% | +259.4% | +218.0% |
| All | +216.7% | -43.7% | +260.4% | +218.0% |
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