+14.0%
ILMN vs SN
+659.6%
-645.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.9% |
| 7D | -9.7% | +7.2% | -16.9% | -11.1% |
| 30D | -20.4% | +20.4% | -40.8% | -23.6% |
| 3M | +10.0% | +23.9% | -13.9% | +4.8% |
| 6M | +49.5% | +93.0% | -43.6% | +28.7% |
| YTD | +62.5% | +99.2% | -36.7% | +37.6% |
| 1Y | +76.0% | +142.6% | -66.6% | +42.0% |
| 3Y | +94.2% | +398.8% | -304.6% | +36.1% |
| All | +14.0% | +659.6% | -645.5% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling