+81.4%
ILMN vs SN
+143.5%
-62.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.6% | +3.2% |
| 7D | -2.6% | +7.6% | -10.2% | -3.4% |
| 30D | -20.6% | +24.1% | -44.7% | -22.7% |
| 3M | +17.5% | +23.7% | -6.3% | +14.4% |
| 6M | +55.6% | +105.5% | -49.9% | +42.7% |
| YTD | +68.3% | +105.1% | -36.8% | +50.3% |
| All | +81.4% | +143.5% | -62.1% | +58.8% |
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 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