-43.8%
ILMN vs SAN
+294.7%
-338.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -0.7% |
| 7D | +0.7% | +1.0% | -0.3% | +0.4% |
| 30D | -22.7% | -9.4% | -13.4% | -20.5% |
| 3M | +8.6% | -17.1% | +25.8% | +14.9% |
| 6M | +43.8% | +2.2% | +41.7% | +42.0% |
| YTD | +59.8% | +6.0% | +53.8% | +54.0% |
| 1Y | +71.8% | +12.7% | +59.1% | +62.0% |
| 3Y | +119.0% | +242.1% | -123.2% | +37.6% |
| 5Y | -43.8% | +293.6% | -337.4% | -68.3% |
| All | -43.8% | +294.7% | -338.5% | -68.3% |
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