-41.9%
SNAP vs ILMN
+79.5%
-121.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +0.7% |
| 7D | -7.3% | -2.6% | -4.8% | -6.6% |
| 30D | -18.9% | -20.6% | +1.7% | -13.9% |
| 3M | -5.3% | +17.5% | -22.7% | -14.1% |
| 6M | -16.9% | +55.6% | -72.6% | -33.8% |
| YTD | -37.4% | +68.3% | -105.8% | -51.6% |
| All | -41.9% | +79.5% | -121.4% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling