+74.1%
SAP vs ILMN
-43.3%
+117.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.2% |
| 7D | +1.6% | -2.6% | +4.2% | +1.8% |
| 30D | +10.5% | -20.6% | +31.2% | +13.8% |
| 3M | +15.2% | +17.5% | -2.3% | +10.4% |
| 6M | +36.7% | +55.6% | -18.9% | +24.0% |
| YTD | -0.6% | +68.3% | -68.9% | -11.7% |
| 1Y | -4.1% | +81.1% | -85.2% | -16.0% |
| 3Y | +73.2% | +112.2% | -38.9% | +40.0% |
| 5Y | +74.1% | -42.6% | +116.7% | +88.9% |
| All | +74.1% | -43.3% | +117.4% | +88.9% |
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 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