+557.2%
SNPS vs ILMN
+32.2%
+525.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.9% |
| 7D | -11.0% | +1.2% | -12.2% | -11.3% |
| 30D | -1.7% | +9.2% | -10.9% | -4.6% |
| 3M | -20.4% | +29.8% | -50.2% | -27.1% |
| 6M | -8.6% | +69.2% | -77.8% | -23.6% |
| YTD | -16.2% | +66.4% | -82.5% | -30.0% |
| 1Y | -34.6% | +123.4% | -158.0% | -50.8% |
| 3Y | -14.5% | +33.2% | -47.6% | -27.3% |
| 5Y | +17.0% | -52.0% | +69.0% | +35.9% |
| All | +557.2% | +32.2% | +525.0% | +455.7% |
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