+61.9%
SYF vs ILMN
-43.8%
+105.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.7% |
| 7D | -3.6% | -6.0% | +2.4% | -2.3% |
| 30D | -1.7% | -23.0% | +21.3% | +3.4% |
| 3M | -7.8% | +10.4% | -18.2% | -11.8% |
| 6M | +3.4% | +49.4% | -46.0% | -8.7% |
| YTD | -12.2% | +62.3% | -74.5% | -25.0% |
| 1Y | -1.6% | +73.7% | -75.2% | -17.4% |
| 3Y | +157.8% | +122.5% | +35.3% | +92.3% |
| 5Y | +61.9% | -43.2% | +105.1% | +58.5% |
| All | +61.9% | -43.8% | +105.7% | +58.5% |
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 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