-51.4%
ILMN vs SBAC
-43.7%
-7.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | +1.2% | -0.8% | +2.0% | +1.5% |
| 30D | +9.2% | +6.9% | +2.3% | +6.4% |
| 3M | +29.8% | -8.2% | +38.1% | +33.3% |
| 6M | +69.2% | -1.6% | +70.8% | +66.8% |
| YTD | +66.4% | -0.1% | +66.5% | +61.9% |
| 1Y | +123.4% | -0.5% | +123.9% | +117.3% |
| 3Y | +33.2% | -9.1% | +42.2% | +29.9% |
| All | -51.4% | -43.7% | -7.7% | -38.8% |
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 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