+77.2%
SAP vs ILMN
-49.5%
+126.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.2% | +9.6% | +2.7% |
| 7D | +4.0% | -28.3% | +32.3% | +9.0% |
| 30D | +15.7% | -24.0% | +39.7% | +19.9% |
| 3M | +23.4% | +4.1% | +19.3% | +20.6% |
| 6M | +41.3% | +49.6% | -8.3% | +28.8% |
| YTD | +2.0% | +58.6% | -56.6% | -8.5% |
| 1Y | -5.1% | +69.9% | -75.0% | -16.0% |
| 3Y | +82.1% | +82.9% | -0.7% | +51.8% |
| 5Y | +77.2% | -47.6% | +124.8% | +94.2% |
| All | +77.2% | -49.5% | +126.6% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling