+4.1%
SYF vs ILMN
+92.1%
-88.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.1% |
| 7D | -0.4% | -21.6% | +21.1% | +1.1% |
| 30D | +4.4% | -22.9% | +27.2% | +6.2% |
| 3M | -4.7% | +11.6% | -16.3% | -6.3% |
| 6M | +1.9% | +62.5% | -60.6% | -3.5% |
| YTD | -8.9% | +72.7% | -81.7% | -17.3% |
| 1Y | +4.1% | +93.9% | -89.8% | -10.0% |
| All | +4.1% | +92.1% | -88.1% | -10.0% |
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