+24.3%
ILMN vs SNY
+64.5%
-40.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | -5.4% | -3.3% | -2.1% | -4.1% |
| 30D | +7.0% | -2.2% | +9.2% | +7.9% |
| 3M | +24.2% | -3.0% | +27.2% | +25.3% |
| 6M | +69.9% | +2.7% | +67.2% | +66.9% |
| YTD | +57.4% | -6.8% | +64.2% | +60.3% |
| 1Y | +107.9% | -5.3% | +113.1% | +109.8% |
| 3Y | +37.1% | -9.8% | +46.9% | +37.6% |
| 5Y | -53.7% | +9.7% | -63.4% | -58.9% |
| All | +24.3% | +64.5% | -40.2% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling