-78.7%
SNAP vs ILMN
+27.7%
-106.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.7% | -1.5% |
| 7D | +2.6% | +0.7% | +1.8% | +2.1% |
| 30D | -19.6% | -22.7% | +3.2% | -10.5% |
| 3M | +0.4% | +8.6% | -8.2% | -6.7% |
| 6M | -5.9% | +43.8% | -49.8% | -24.2% |
| YTD | -35.3% | +59.8% | -95.1% | -51.0% |
| 1Y | -42.6% | +71.8% | -114.4% | -58.1% |
| 3Y | -53.9% | +119.0% | -172.9% | -72.3% |
| 5Y | -90.3% | -43.8% | -46.5% | -88.8% |
| All | -78.7% | +27.7% | -106.4% | -82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling