+93.9%
ILMN vs SBAC
+2.4%
+91.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.8% | -10.7% | -4.5% |
| 7D | -21.6% | +5.8% | -27.4% | -21.3% |
| 30D | -22.9% | +20.8% | -43.7% | -22.5% |
| 3M | +11.6% | +4.8% | +6.8% | +12.3% |
| 6M | +62.5% | -9.1% | +71.7% | +63.9% |
| YTD | +72.7% | +3.1% | +69.7% | +72.8% |
| 1Y | +93.9% | +2.2% | +91.7% | +95.8% |
| All | +93.9% | +2.4% | +91.5% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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