-53.8%
SNAP vs ILMN
+88.1%
-141.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.0% | -3.5% |
| 7D | -7.1% | -9.7% | +2.6% | -3.5% |
| 30D | -14.6% | -20.4% | +5.8% | -7.9% |
| 3M | -5.0% | +10.0% | -15.0% | -11.3% |
| 6M | -18.8% | +49.5% | -68.3% | -33.6% |
| YTD | -38.5% | +62.5% | -101.0% | -51.8% |
| 1Y | -38.1% | +76.0% | -114.1% | -53.1% |
| 3Y | -53.8% | +94.2% | -147.9% | -67.4% |
| All | -53.8% | +88.1% | -141.8% | -67.4% |
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