+1.8%
SPGI vs ILMN
+74.0%
-72.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.4% | -1.2% |
| 7D | +0.3% | -9.7% | +10.0% | +0.9% |
| 30D | +18.4% | -20.4% | +38.8% | +19.8% |
| 3M | +15.7% | +10.0% | +5.7% | +10.8% |
| 6M | +17.3% | +49.5% | -32.2% | +5.2% |
| YTD | -4.7% | +62.5% | -67.2% | -15.8% |
| 1Y | +1.8% | +76.0% | -74.2% | -11.0% |
| All | +1.8% | +74.0% | -72.2% | -11.0% |
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