+14.7%
SNOW vs ILMN
-36.1%
+50.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.6% | +1.9% | +3.9% |
| 7D | +0.2% | -2.6% | +2.7% | +1.4% |
| 30D | -21.1% | -20.6% | -0.4% | -12.8% |
| 3M | -11.9% | +17.5% | -29.4% | -20.2% |
| 6M | +91.0% | +55.6% | +35.4% | +50.3% |
| YTD | +32.7% | +68.3% | -35.6% | -1.0% |
| 1Y | +10.8% | +81.1% | -70.4% | -20.5% |
| 3Y | +86.2% | +112.2% | -25.9% | +9.5% |
| 5Y | -22.7% | -42.6% | +19.9% | -3.1% |
| All | +14.7% | -36.1% | +50.8% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling