-79.2%
SNAP vs ILMN
+26.8%
-106.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -8.2% | -5.8% | -10.2% |
| 7D | -10.4% | -28.3% | +17.9% | +3.7% |
| 30D | -11.9% | -24.0% | +12.0% | -1.2% |
| 3M | -4.5% | +4.1% | -8.6% | -9.4% |
| 6M | -16.7% | +49.6% | -66.3% | -34.2% |
| YTD | -36.9% | +58.6% | -95.5% | -52.0% |
| 1Y | -30.3% | +69.9% | -100.2% | -48.9% |
| 3Y | -52.5% | +82.9% | -135.4% | -68.8% |
| 5Y | -90.4% | -47.6% | -42.8% | -88.6% |
| All | -79.2% | +26.8% | -106.0% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling