-25.6%
SNOW vs ILMN
-46.1%
+20.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.2% |
| 7D | -9.9% | -9.7% | -0.2% | -5.5% |
| 30D | -17.1% | -20.4% | +3.3% | -8.6% |
| 3M | -13.2% | +10.0% | -23.3% | -19.0% |
| 6M | +97.4% | +49.5% | +47.9% | +58.1% |
| YTD | +25.8% | +62.5% | -36.7% | -4.5% |
| 1Y | +4.2% | +76.0% | -71.8% | -24.1% |
| 3Y | +91.3% | +94.2% | -2.8% | +17.9% |
| All | -25.6% | -46.1% | +20.6% | +12.3% |
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 · 6 months rolling