+158.6%
GE vs ILMN
+59.3%
+99.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.6% |
| 7D | +4.0% | -6.0% | +10.0% | +5.2% |
| 30D | +11.1% | -23.0% | +34.1% | +15.9% |
| 3M | -6.7% | +10.4% | -17.2% | -9.7% |
| 6M | +14.3% | +49.4% | -35.1% | +3.9% |
| YTD | +11.7% | +62.3% | -50.6% | -0.8% |
| 1Y | +10.9% | +73.7% | -62.8% | -3.0% |
| 3Y | +279.0% | +122.5% | +156.5% | +199.8% |
| 5Y | +427.0% | -43.2% | +470.2% | +453.6% |
| 10Y | +158.6% | +59.0% | +99.6% | +125.1% |
| All | +158.6% | +59.3% | +99.3% | +125.1% |
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