+32.3%
ILMN vs SAN
+347.3%
-315.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +1.2% | +1.8% | -0.6% | +0.7% |
| 30D | +9.2% | +2.0% | +7.2% | +8.6% |
| 3M | +29.8% | +19.7% | +10.1% | +22.9% |
| 6M | +69.2% | +30.6% | +38.6% | +55.5% |
| YTD | +66.4% | +28.8% | +37.5% | +52.3% |
| 1Y | +123.4% | +57.8% | +65.6% | +92.0% |
| 3Y | +33.2% | +338.1% | -305.0% | -17.3% |
| 5Y | -52.0% | +384.2% | -436.2% | -72.0% |
| All | +32.3% | +347.3% | -315.0% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling