+115.0%
ILMN vs SBAC
-0.2%
+115.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.3% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +12.3% | +3.2% | +9.1% | +12.2% |
| 3M | +33.5% | -5.1% | +38.6% | +33.6% |
| 6M | +69.4% | -2.1% | +71.5% | +69.2% |
| YTD | +60.9% | -0.5% | +61.4% | +60.6% |
| 1Y | +115.0% | +1.1% | +113.8% | +117.6% |
| All | +115.0% | -0.2% | +115.1% | +117.6% |
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