+76.6%
ILMN vs SBAC
+0.4%
+76.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -2.6% |
| 7D | -9.8% | +3.6% | -13.4% | -9.5% |
| 30D | -22.7% | +4.9% | -27.6% | -22.4% |
| 3M | +12.1% | +6.5% | +5.6% | +12.6% |
| 6M | +51.5% | -11.1% | +62.6% | +52.6% |
| YTD | +63.9% | +0.9% | +62.9% | +63.8% |
| 1Y | +76.6% | -1.6% | +78.1% | +78.5% |
| All | +76.6% | +0.4% | +76.1% | +78.5% |
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