+2,358.4%
SNDK vs ILMN
+100.9%
+2,257.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -4.9% |
| 7D | +6.0% | -2.9% | +8.9% | +7.9% |
| 30D | -36.9% | -23.8% | -13.1% | -25.8% |
| 3M | -42.1% | +7.5% | -49.5% | -44.8% |
| 6M | -38.8% | +42.8% | -81.6% | -50.2% |
| YTD | +272.8% | +57.8% | +215.0% | +184.1% |
| 1Y | +263.3% | +72.6% | +190.7% | +163.8% |
| All | +2,358.4% | +100.9% | +2,257.4% | +1,326.4% |
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 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