-91.0%
SNDQ vs ILMN
+76.4%
-167.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -4.9% | +20.2% | +10.0% |
| 7D | +66.1% | -21.6% | +87.7% | +38.7% |
| 30D | +122.5% | -22.9% | +145.4% | +87.5% |
| 3M | +11.6% | +11.6% | 0.0% | +31.8% |
| 6M | -82.2% | +62.5% | -144.7% | -59.3% |
| All | -91.0% | +76.4% | -167.4% | -75.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling