+94.2%
ILMN vs SN
+397.9%
-303.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.8% |
| 7D | -9.7% | +7.2% | -16.9% | -11.3% |
| 30D | -20.4% | +20.4% | -40.8% | -24.1% |
| 3M | +10.0% | +23.9% | -13.9% | +3.9% |
| 6M | +49.5% | +93.0% | -43.6% | +25.1% |
| YTD | +62.5% | +99.2% | -36.7% | +33.2% |
| 1Y | +76.0% | +142.6% | -66.6% | +35.8% |
| 3Y | +94.2% | +398.8% | -304.6% | +6.4% |
| All | +94.2% | +397.9% | -303.8% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling