+222.9%
SAP vs ILMN
+61.7%
+161.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.0% |
| 7D | +1.6% | -2.6% | +4.2% | +1.9% |
| 30D | +10.5% | -20.6% | +31.2% | +14.9% |
| 3M | +15.2% | +17.5% | -2.3% | +9.2% |
| 6M | +36.7% | +55.6% | -18.9% | +20.9% |
| YTD | -0.6% | +68.3% | -68.9% | -14.3% |
| 1Y | -4.1% | +81.1% | -85.2% | -18.8% |
| 3Y | +73.2% | +112.2% | -38.9% | +33.5% |
| 5Y | +74.1% | -42.6% | +116.7% | +84.1% |
| 10Y | +222.9% | +70.5% | +152.5% | +189.5% |
| All | +222.9% | +61.7% | +161.2% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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