+338.6%
SPGI vs ILMN
+59.3%
+279.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -1.4% | -6.0% | +4.6% | 0.0% |
| 30D | +15.3% | -23.0% | +38.3% | +21.2% |
| 3M | +16.5% | +10.4% | +6.1% | +11.3% |
| 6M | +19.8% | +49.4% | -29.6% | +5.5% |
| YTD | -3.2% | +62.3% | -65.6% | -17.2% |
| 1Y | +1.8% | +73.7% | -71.9% | -14.5% |
| 3Y | +30.6% | +122.5% | -91.9% | -4.0% |
| 5Y | +16.0% | -43.2% | +59.2% | +23.7% |
| 10Y | +338.6% | +59.0% | +279.6% | +266.2% |
| All | +338.6% | +59.3% | +279.3% | +266.2% |
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