+645.9%
SNPS vs ILMN
+56.7%
+589.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.2% | +3.3% | -2.3% |
| 7D | -10.2% | -28.3% | +18.1% | -1.1% |
| 30D | -12.8% | -24.0% | +11.1% | -5.7% |
| 3M | +9.9% | +4.1% | +5.8% | +6.5% |
| 6M | -12.4% | +49.6% | -61.9% | -25.3% |
| YTD | -6.3% | +58.6% | -64.8% | -22.3% |
| 1Y | +7.6% | +69.9% | -62.3% | -12.9% |
| 3Y | -9.8% | +82.9% | -92.6% | -32.8% |
| 5Y | +29.2% | -47.6% | +76.8% | +44.8% |
| All | +645.9% | +56.7% | +589.2% | +537.5% |
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 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