-5.5%
SAP vs ILMN
+74.7%
-80.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.1% | -1.5% |
| 7D | +1.5% | -9.8% | +11.3% | +1.7% |
| 30D | +8.8% | -22.7% | +31.6% | +9.5% |
| 3M | +12.1% | +12.1% | 0.0% | +9.4% |
| 6M | +34.6% | +51.5% | -16.9% | +26.1% |
| YTD | -2.1% | +63.9% | -66.0% | -11.2% |
| 1Y | -5.5% | +76.6% | -82.1% | -16.1% |
| All | -5.5% | +74.7% | -80.3% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling