+162.4%
GE vs ILMN
+61.7%
+100.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +3.1% |
| 7D | +6.3% | -2.6% | +8.8% | +6.7% |
| 30D | +8.9% | -20.6% | +29.5% | +13.0% |
| 3M | -9.2% | +17.5% | -26.7% | -13.1% |
| 6M | +13.2% | +55.6% | -42.4% | +2.2% |
| YTD | +9.4% | +68.3% | -58.9% | -3.6% |
| 1Y | +9.8% | +81.1% | -71.3% | -4.7% |
| 3Y | +278.2% | +112.2% | +166.0% | +202.5% |
| 5Y | +396.0% | -42.6% | +438.6% | +421.2% |
| 10Y | +162.4% | +70.5% | +91.9% | +125.7% |
| All | +162.4% | +61.7% | +100.7% | +125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling