+68.4%
SAP vs ILMN
+118.2%
-49.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +0.6% | -2.9% | +3.5% | +0.9% |
| 30D | +6.5% | -23.8% | +30.4% | +8.7% |
| 3M | +12.2% | +7.5% | +4.8% | +10.0% |
| 6M | +46.1% | +42.8% | +3.3% | +37.9% |
| YTD | -1.6% | +57.8% | -59.4% | -8.7% |
| 1Y | -5.1% | +72.6% | -77.7% | -12.9% |
| 3Y | +68.4% | +129.3% | -61.0% | +46.9% |
| All | +68.4% | +118.2% | -49.9% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling