+155.5%
GE vs ILMN
+60.6%
+94.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.3% |
| 7D | +7.1% | -9.7% | +16.8% | +9.0% |
| 30D | +6.5% | -20.4% | +26.9% | +10.4% |
| 3M | -13.6% | +10.0% | -23.6% | -16.3% |
| 6M | +6.0% | +49.5% | -43.5% | -3.7% |
| YTD | +5.4% | +62.5% | -57.1% | -6.5% |
| 1Y | +6.5% | +76.0% | -69.5% | -7.1% |
| 3Y | +268.6% | +94.2% | +174.4% | +200.4% |
| 5Y | +389.0% | -46.3% | +435.4% | +421.0% |
| All | +155.5% | +60.6% | +94.9% | +123.1% |
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