+15.0%
ILMN vs SN
+671.7%
-656.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.4% |
| 7D | -9.8% | +7.6% | -17.3% | -11.2% |
| 30D | -22.7% | +22.4% | -45.2% | -26.1% |
| 3M | +12.1% | +21.7% | -9.6% | +7.2% |
| 6M | +51.5% | +102.8% | -51.4% | +29.1% |
| YTD | +63.9% | +102.4% | -38.6% | +38.3% |
| 1Y | +76.6% | +139.0% | -62.4% | +43.0% |
| 3Y | +124.6% | +440.4% | -315.8% | +56.1% |
| All | +15.0% | +671.7% | -656.7% | -19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling