+663.1%
SNPS vs ILMN
+60.6%
+602.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.5% |
| 7D | -3.7% | -9.7% | +6.0% | -0.7% |
| 30D | -10.4% | -20.4% | +10.0% | -4.4% |
| 3M | +11.0% | +10.0% | +0.9% | +5.7% |
| 6M | -10.7% | +49.5% | -60.2% | -23.8% |
| YTD | -4.1% | +62.5% | -66.6% | -21.1% |
| 1Y | +13.7% | +76.0% | -62.3% | -9.0% |
| 3Y | -8.1% | +94.2% | -102.2% | -32.8% |
| 5Y | +32.2% | -46.3% | +78.5% | +47.0% |
| All | +663.1% | +60.6% | +602.5% | +547.3% |
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 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