+56.4%
SAP vs ILMN
-51.8%
+108.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -2.9% | +1.2% | -4.1% | -3.1% |
| 30D | +9.0% | +9.2% | -0.2% | +7.2% |
| 3M | +14.9% | +29.8% | -14.9% | +9.3% |
| 6M | +11.9% | +69.2% | -57.3% | +1.1% |
| YTD | -9.9% | +66.4% | -76.3% | -18.8% |
| 1Y | -19.5% | +123.4% | -142.9% | -32.1% |
| 3Y | +61.8% | +33.2% | +28.6% | +48.2% |
| All | +56.4% | -51.8% | +108.2% | +82.3% |
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