+93.9%
ILMN vs SN
+156.5%
-62.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.1% | -9.0% | -5.3% |
| 7D | -21.6% | +10.6% | -32.2% | -22.5% |
| 30D | -22.9% | +20.0% | -42.9% | -24.5% |
| 3M | +11.6% | +30.4% | -18.8% | +8.2% |
| 6M | +62.5% | +91.0% | -28.4% | +50.7% |
| YTD | +72.7% | +95.9% | -23.2% | +56.2% |
| 1Y | +93.9% | +158.9% | -65.0% | +71.9% |
| All | +93.9% | +156.5% | -62.6% | +71.9% |
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