-79.7%
SNAP vs ILMN
+29.9%
-109.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.0% | -3.7% |
| 7D | -7.1% | -9.7% | +2.6% | -2.7% |
| 30D | -14.6% | -20.4% | +5.8% | -6.2% |
| 3M | -5.0% | +10.0% | -15.0% | -12.2% |
| 6M | -18.8% | +49.5% | -68.3% | -35.8% |
| YTD | -38.5% | +62.5% | -101.0% | -53.8% |
| 1Y | -38.1% | +76.0% | -114.1% | -55.3% |
| 3Y | -53.8% | +94.2% | -147.9% | -70.5% |
| 5Y | -90.7% | -46.3% | -44.4% | -89.0% |
| All | -79.7% | +29.9% | -109.7% | -83.9% |
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