+1,045.4%
ILMN vs SAN
+460.5%
+584.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +1.2% | +1.8% | -0.6% | +0.7% |
| 30D | +9.2% | +2.0% | +7.2% | +8.5% |
| 3M | +29.8% | +19.7% | +10.1% | +21.7% |
| 6M | +69.2% | +30.6% | +38.6% | +53.0% |
| YTD | +66.4% | +28.8% | +37.5% | +49.8% |
| 1Y | +123.4% | +57.8% | +65.6% | +87.0% |
| 3Y | +33.2% | +338.1% | -305.0% | -23.6% |
| 5Y | -52.0% | +384.2% | -436.2% | -74.3% |
| 10Y | +33.6% | +353.1% | -319.5% | -33.2% |
| All | +1,045.4% | +460.5% | +584.9% | +232.2% |
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