+123.4%
ILMN vs SNY
+2.0%
+121.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | +1.2% | -1.3% | +2.5% | +1.4% |
| 30D | +9.2% | +3.4% | +5.8% | +8.7% |
| 3M | +29.8% | -0.3% | +30.2% | +29.8% |
| 6M | +69.2% | +1.0% | +68.2% | +68.3% |
| YTD | +66.4% | -3.6% | +70.0% | +68.0% |
| 1Y | +123.4% | +3.0% | +120.4% | +102.3% |
| All | +123.4% | +2.0% | +121.4% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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