+81.4%
ILMN vs SAN
+21.7%
+59.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.1% | -2.5% | +2.5% |
| 7D | -2.6% | +8.7% | -11.3% | -4.1% |
| 30D | -20.6% | -6.5% | -14.1% | -19.7% |
| 3M | +17.5% | -14.2% | +31.6% | +20.1% |
| 6M | +55.6% | +2.7% | +52.9% | +56.1% |
| YTD | +68.3% | +8.9% | +59.5% | +65.4% |
| All | +81.4% | +21.7% | +59.6% | +75.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling