-95.7%
SNDQ vs ILMN
+69.9%
-165.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -1.6% | -22.3% | -25.6% |
| 7D | -30.8% | +1.2% | -32.0% | -30.1% |
| 30D | -51.7% | +9.2% | -60.9% | -46.3% |
| 3M | -78.0% | +29.8% | -107.9% | -66.2% |
| All | -95.7% | +69.9% | -165.6% | -89.1% |
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 · Available span rolling