+10.7%
SNDU vs ILMN
+88.4%
-77.7%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -4.9% | -10.9% | -10.4% |
| 7D | -48.0% | -21.6% | -26.5% | -30.7% |
| 30D | -66.4% | -22.9% | -43.6% | -54.4% |
| 3M | -58.7% | +11.6% | -70.3% | -63.3% |
| 6M | -68.6% | +62.5% | -131.1% | -83.0% |
| All | +10.7% | +88.4% | -77.7% | -52.9% |
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