+59.0%
ILMN vs SAN
+275.0%
-216.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -6.0% | +3.4% | -9.4% | -6.9% |
| 30D | -23.0% | -6.3% | -16.8% | -21.7% |
| 3M | +10.4% | -14.1% | +24.5% | +15.2% |
| 6M | +49.4% | +4.2% | +45.3% | +46.8% |
| YTD | +62.3% | +9.0% | +53.3% | +55.8% |
| 1Y | +73.7% | +18.8% | +54.9% | +62.4% |
| 3Y | +122.5% | +252.0% | -129.5% | +47.8% |
| 5Y | -43.2% | +299.5% | -342.6% | -64.8% |
| 10Y | +59.0% | +276.7% | -217.7% | +3.8% |
| All | +59.0% | +275.0% | -216.1% | +3.8% |
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