+32.8%
SNOW vs ILMN
-36.8%
+69.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.9% | -4.7% |
| 7D | +2.8% | +1.2% | +1.6% | +2.4% |
| 30D | +6.4% | +9.2% | -2.8% | +1.7% |
| 3M | +38.1% | +29.8% | +8.2% | +20.5% |
| 6M | +100.4% | +69.2% | +31.2% | +53.8% |
| YTD | +53.7% | +66.4% | -12.7% | +17.6% |
| 1Y | +52.0% | +123.4% | -71.5% | -2.7% |
| 3Y | +114.7% | +33.2% | +81.5% | +71.2% |
| 5Y | +8.8% | -52.0% | +60.7% | +51.6% |
| All | +32.8% | -36.8% | +69.6% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling