+6,676.2%
ILMN vs SNY
+242.6%
+6,433.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.5% |
| 7D | -3.9% | -3.6% | -0.2% | -2.2% |
| 30D | +6.9% | -1.4% | +8.3% | +7.6% |
| 3M | +28.1% | -4.2% | +32.3% | +30.1% |
| 6M | +65.0% | +2.0% | +63.0% | +62.1% |
| YTD | +56.3% | -6.7% | +63.0% | +59.4% |
| 1Y | +108.7% | -4.7% | +113.4% | +110.4% |
| 3Y | +33.1% | -8.1% | +41.2% | +31.8% |
| 5Y | -54.1% | +8.2% | -62.3% | -59.2% |
| 10Y | +27.8% | +64.8% | -37.0% | -10.1% |
| All | +6,676.2% | +242.6% | +6,433.6% | +2,435.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling