+2,189.2%
SU vs ILMN
+1,401.8%
+787.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +3.6% | +1.2% | +2.3% | +3.4% |
| 30D | +7.9% | +9.2% | -1.3% | +6.6% |
| 3M | +3.5% | +29.8% | -26.3% | +0.1% |
| 6M | +19.0% | +69.2% | -50.2% | +11.1% |
| YTD | +55.0% | +66.4% | -11.4% | +44.6% |
| 1Y | +71.2% | +123.4% | -52.2% | +53.2% |
| 3Y | +117.4% | +33.2% | +84.3% | +102.9% |
| 5Y | +335.2% | -52.0% | +387.1% | +348.7% |
| 10Y | +248.7% | +33.6% | +215.1% | +210.9% |
| All | +2,189.2% | +1,401.8% | +787.5% | +1,365.2% |
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