-84.0%
SNDU vs ILMN
+41.7%
-125.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | -1.2% | -10.2% | -9.9% |
| 7D | +9.0% | -2.9% | +11.8% | +13.5% |
| 30D | -67.4% | -23.8% | -43.6% | -50.7% |
| 3M | -75.6% | +7.5% | -83.1% | -75.9% |
| 6M | -84.0% | +42.8% | -126.8% | -90.4% |
| All | -84.0% | +41.7% | -125.7% | -90.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling