+151.2%
GE vs ILMN
+56.2%
+95.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.2% |
| 7D | +5.1% | +0.7% | +4.4% | +5.0% |
| 30D | +7.6% | -22.7% | +30.3% | +12.2% |
| 3M | -9.3% | +8.6% | -17.9% | -11.9% |
| 6M | +11.5% | +43.8% | -32.3% | +2.2% |
| YTD | +7.9% | +59.8% | -51.9% | -4.0% |
| 1Y | +7.6% | +71.8% | -64.1% | -5.7% |
| 3Y | +265.9% | +119.0% | +146.9% | +190.2% |
| 5Y | +405.9% | -43.8% | +449.7% | +432.5% |
| All | +151.2% | +56.2% | +95.0% | +119.7% |
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