+331.8%
SPGI vs ILMN
+60.6%
+271.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.4% | -1.5% |
| 7D | +0.3% | -9.7% | +10.0% | +2.4% |
| 30D | +18.4% | -20.4% | +38.8% | +23.5% |
| 3M | +15.7% | +10.0% | +5.7% | +10.6% |
| 6M | +17.3% | +49.5% | -32.2% | +3.2% |
| YTD | -4.7% | +62.5% | -67.2% | -18.5% |
| 1Y | +1.8% | +76.0% | -74.2% | -14.8% |
| 3Y | +31.7% | +94.2% | -62.5% | +0.8% |
| 5Y | +12.1% | -46.3% | +58.4% | +21.8% |
| All | +331.8% | +60.6% | +271.3% | +262.6% |
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