+214.8%
SAP vs ILMN
+60.6%
+154.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.5% | -6.6% | -4.6% |
| 7D | -0.7% | -9.7% | +9.0% | +1.1% |
| 30D | +11.1% | -20.4% | +31.5% | +15.3% |
| 3M | +17.0% | +10.0% | +7.0% | +12.5% |
| 6M | +34.8% | +49.5% | -14.6% | +20.2% |
| YTD | -2.2% | +62.5% | -64.7% | -15.1% |
| 1Y | -6.4% | +76.0% | -82.4% | -20.3% |
| 3Y | +75.1% | +94.2% | -19.0% | +37.9% |
| 5Y | +69.8% | -46.3% | +116.1% | +82.5% |
| All | +214.8% | +60.6% | +154.3% | +185.5% |
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