+4,601.6%
SNDK vs ILMN
+95.4%
+4,506.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.2% | -3.1% |
| 7D | +8.8% | -9.2% | +18.0% | +14.6% |
| 30D | +33.2% | +4.4% | +28.8% | +28.4% |
| 3M | +3.0% | +23.9% | -20.9% | -9.9% |
| 6M | +173.5% | +64.5% | +109.0% | +105.1% |
| YTD | +613.0% | +53.5% | +559.6% | +449.4% |
| 1Y | +2,189.8% | +110.8% | +2,079.0% | +1,350.5% |
| All | +4,601.6% | +95.4% | +4,506.3% | +2,658.3% |
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 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