-45.5%
ILMN vs SAN
+267.8%
-313.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.2% |
| 7D | -9.7% | +4.9% | -14.6% | -11.2% |
| 30D | -20.4% | -13.0% | -7.4% | -17.0% |
| 3M | +10.0% | -18.9% | +28.9% | +17.1% |
| 6M | +49.5% | -4.1% | +53.6% | +50.5% |
| YTD | +62.5% | +2.6% | +59.9% | +58.2% |
| 1Y | +76.0% | +16.9% | +59.0% | +63.7% |
| 3Y | +94.2% | +239.1% | -144.9% | +21.9% |
| All | -45.5% | +267.8% | -313.3% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling