+13.7%
SPGI vs ILMN
-44.7%
+58.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +1.2% | -2.9% | +4.1% | +1.7% |
| 30D | +15.9% | -23.8% | +39.7% | +20.6% |
| 3M | +12.3% | +7.5% | +4.8% | +8.7% |
| 6M | +23.7% | +42.8% | -19.1% | +12.7% |
| YTD | -3.5% | +57.8% | -61.4% | -14.3% |
| 1Y | +0.4% | +72.6% | -72.2% | -12.4% |
| 3Y | +29.9% | +129.3% | -99.4% | +0.2% |
| All | +13.7% | -44.7% | +58.4% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling