+1,018.6%
ILMN vs SAN
+346.2%
+672.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +3.2% |
| 7D | -9.7% | +4.9% | -14.6% | -11.4% |
| 30D | -20.4% | -13.0% | -7.4% | -16.7% |
| 3M | +10.0% | -18.9% | +28.9% | +18.0% |
| 6M | +49.5% | -4.1% | +53.6% | +50.5% |
| YTD | +62.5% | +2.6% | +59.9% | +57.9% |
| 1Y | +76.0% | +16.9% | +59.0% | +63.2% |
| 3Y | +94.2% | +239.1% | -144.9% | +21.4% |
| 5Y | -46.3% | +266.8% | -313.2% | -68.3% |
| 10Y | +62.7% | +246.0% | -183.3% | -10.8% |
| All | +1,018.6% | +346.2% | +672.5% | +250.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling