-47.7%
SNAP vs ILMN
+33.7%
-81.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.5% | -3.4% |
| 7D | +0.7% | +1.2% | -0.5% | +0.3% |
| 30D | +2.6% | +9.2% | -6.6% | -1.3% |
| 3M | -9.9% | +29.8% | -39.7% | -19.6% |
| 6M | +1.9% | +69.2% | -67.3% | -18.9% |
| YTD | -32.2% | +66.4% | -98.6% | -46.0% |
| 1Y | -22.8% | +123.4% | -146.3% | -47.0% |
| All | -47.7% | +33.7% | -81.5% | -58.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling