+2,464.3%
SPGI vs ILMN
+1,331.5%
+1,132.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.2% | +6.3% | -0.8% |
| 7D | +2.6% | -28.3% | +30.8% | +6.9% |
| 30D | +19.3% | -24.0% | +43.2% | +23.1% |
| 3M | +15.5% | +4.1% | +11.4% | +13.7% |
| 6M | +18.3% | +49.6% | -31.2% | +10.4% |
| YTD | -3.8% | +58.6% | -62.4% | -11.3% |
| 1Y | +1.3% | +69.9% | -68.5% | -7.5% |
| 3Y | +33.6% | +82.9% | -49.3% | +17.4% |
| 5Y | +13.2% | -47.6% | +60.8% | +15.8% |
| 10Y | +346.3% | +58.8% | +287.5% | +293.1% |
| All | +2,464.3% | +1,331.5% | +1,132.8% | +1,419.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling