-91.0%
SNAP vs ILMN
-46.1%
-44.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.0% | -3.7% |
| 7D | -7.1% | -9.7% | +2.6% | -2.6% |
| 30D | -14.6% | -20.4% | +5.8% | -6.1% |
| 3M | -5.0% | +10.0% | -15.0% | -12.7% |
| 6M | -18.8% | +49.5% | -68.3% | -36.6% |
| YTD | -38.5% | +62.5% | -101.0% | -54.5% |
| 1Y | -38.1% | +76.0% | -114.1% | -56.1% |
| 3Y | -53.8% | +94.2% | -147.9% | -71.6% |
| All | -91.0% | -46.1% | -44.8% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling