+11.3%
ILMN vs SN
+639.7%
-628.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.0% | -7.2% | -8.0% |
| 7D | -28.3% | +3.8% | -32.1% | -28.9% |
| 30D | -24.0% | +17.5% | -41.5% | -26.6% |
| 3M | +4.1% | +19.2% | -15.2% | -0.1% |
| 6M | +49.6% | +84.9% | -35.4% | +29.9% |
| YTD | +58.6% | +94.0% | -35.5% | +35.0% |
| 1Y | +69.9% | +151.3% | -81.5% | +35.7% |
| 3Y | +82.9% | +387.1% | -304.2% | +28.8% |
| All | +11.3% | +639.7% | -628.5% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling