+10.8%
ILMN vs SN
+671.3%
-660.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -1.8% |
| 7D | -2.9% | +1.5% | -4.4% | -3.2% |
| 30D | -23.8% | +21.5% | -45.3% | -27.0% |
| 3M | +7.5% | +20.0% | -12.6% | +3.1% |
| 6M | +42.8% | +119.9% | -77.2% | +19.6% |
| YTD | +57.8% | +102.3% | -44.5% | +33.2% |
| 1Y | +72.6% | +148.0% | -75.4% | +38.6% |
| 3Y | +129.3% | +450.0% | -320.7% | +59.2% |
| All | +10.8% | +671.3% | -660.5% | -22.7% |
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