+2,277.3%
SU vs ILMN
+1,324.6%
+952.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | +1.7% | -2.9% | +4.6% | +2.0% |
| 30D | -7.9% | -23.8% | +16.0% | -5.3% |
| 3M | +7.5% | +7.5% | +0.1% | +5.8% |
| 6M | +7.2% | +42.8% | -35.6% | +1.8% |
| YTD | +60.9% | +57.8% | +3.1% | +50.1% |
| 1Y | +63.6% | +72.6% | -9.0% | +50.9% |
| 3Y | +128.9% | +129.3% | -0.5% | +99.2% |
| 5Y | +228.3% | -44.5% | +272.8% | +230.5% |
| 10Y | +240.6% | +54.5% | +186.0% | +198.5% |
| All | +2,277.3% | +1,324.6% | +952.7% | +1,421.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling