+11.2%
SNPS vs ILMN
+69.8%
-58.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.2% | +3.3% | -3.6% |
| 7D | -10.2% | -28.3% | +18.1% | -5.8% |
| 30D | -12.8% | -24.0% | +11.1% | -9.2% |
| 3M | +9.9% | +4.1% | +5.8% | +9.8% |
| 6M | -12.4% | +49.6% | -61.9% | -18.1% |
| YTD | -6.3% | +58.6% | -64.8% | -13.6% |
| All | +11.2% | +69.8% | -58.7% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling