+178.2%
SAP vs ILMN
+33.5%
+144.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -2.9% | +1.2% | -4.1% | -3.1% |
| 30D | +9.0% | +9.2% | -0.2% | +6.8% |
| 3M | +14.9% | +29.8% | -14.9% | +8.0% |
| 6M | +11.9% | +69.2% | -57.3% | -1.2% |
| YTD | -9.9% | +66.4% | -76.3% | -20.6% |
| 1Y | -19.5% | +123.4% | -142.9% | -34.5% |
| 3Y | +61.8% | +33.2% | +28.6% | +43.8% |
| 5Y | +56.2% | -52.0% | +108.1% | +74.8% |
| All | +178.2% | +33.5% | +144.7% | +139.5% |
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