+70.5%
ILMN vs SAN
+267.2%
-196.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.1% | -2.5% | +1.8% |
| 7D | -2.6% | +8.7% | -11.3% | -5.1% |
| 30D | -20.6% | -6.5% | -14.1% | -19.2% |
| 3M | +17.5% | -14.2% | +31.6% | +22.6% |
| 6M | +55.6% | +2.7% | +52.9% | +53.5% |
| YTD | +68.3% | +8.9% | +59.5% | +61.7% |
| 1Y | +81.1% | +23.4% | +57.7% | +67.4% |
| 3Y | +112.2% | +257.9% | -145.8% | +40.2% |
| 5Y | -42.6% | +297.8% | -340.3% | -64.4% |
| 10Y | +70.5% | +259.6% | -189.1% | +10.4% |
| All | +70.5% | +267.2% | -196.8% | +10.4% |
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