-45.5%
ILMN vs SBAC
-40.3%
-5.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.1% |
| 7D | -9.7% | +1.2% | -10.9% | -10.2% |
| 30D | -20.4% | +11.2% | -31.6% | -23.7% |
| 3M | +10.0% | +4.5% | +5.6% | +7.5% |
| 6M | +49.5% | -12.2% | +61.6% | +55.1% |
| YTD | +62.5% | -0.1% | +62.6% | +57.1% |
| 1Y | +76.0% | -0.3% | +76.2% | +70.1% |
| 3Y | +94.2% | -8.7% | +102.9% | +87.8% |
| All | -45.5% | -40.3% | -5.2% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling