-78.5%
SNAP vs ILMN
+26.2%
-104.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | +6.0% | -2.9% | +8.9% | +7.4% |
| 30D | -13.8% | -23.8% | +10.1% | -3.4% |
| 3M | -0.8% | +7.5% | -8.2% | -7.3% |
| 6M | -6.2% | +42.8% | -49.0% | -24.2% |
| YTD | -34.8% | +57.8% | -92.7% | -50.3% |
| 1Y | -38.7% | +72.6% | -111.3% | -55.4% |
| 3Y | -53.5% | +129.3% | -182.8% | -72.6% |
| 5Y | -90.2% | -44.5% | -45.7% | -88.6% |
| All | -78.5% | +26.2% | -104.7% | -82.7% |
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