+12.4%
SPGI vs ILMN
-43.3%
+55.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | +0.1% |
| 7D | -0.9% | -2.6% | +1.7% | -0.6% |
| 30D | +15.5% | -20.6% | +36.1% | +19.4% |
| 3M | +15.7% | +17.5% | -1.8% | +10.3% |
| 6M | +19.1% | +55.6% | -36.5% | +6.9% |
| YTD | -4.1% | +68.3% | -72.4% | -15.7% |
| 1Y | +1.2% | +81.1% | -79.9% | -12.4% |
| 3Y | +31.6% | +112.2% | -80.6% | +4.1% |
| 5Y | +12.4% | -42.6% | +55.0% | +22.7% |
| All | +12.4% | -43.3% | +55.8% | +22.7% |
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