+268.6%
SNDU vs ILMN
+70.4%
+198.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +6.2% |
| 7D | +26.6% | -3.9% | +30.5% | +31.0% |
| 30D | +86.8% | +6.9% | +79.9% | +62.0% |
| 3M | -32.4% | +28.1% | -60.5% | -53.6% |
| All | +268.6% | +70.4% | +198.2% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling