+123.4%
ILMN vs SN
+46.4%
+77.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.5% |
| 7D | +1.2% | -9.3% | +10.6% | +1.9% |
| 30D | +9.2% | -4.8% | +14.0% | +9.6% |
| 3M | +29.8% | +40.4% | -10.6% | +27.4% |
| 6M | +69.2% | +50.9% | +18.3% | +64.5% |
| YTD | +66.4% | +54.9% | +11.4% | +61.2% |
| 1Y | +123.4% | +43.0% | +80.4% | +114.6% |
| All | +123.4% | +46.4% | +77.0% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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