+278.2%
GE vs ILMN
+124.5%
+153.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.5% |
| 7D | +4.0% | -6.0% | +10.0% | +4.6% |
| 30D | +11.1% | -23.0% | +34.1% | +13.5% |
| 3M | -6.7% | +10.4% | -17.2% | -8.1% |
| 6M | +14.3% | +49.4% | -35.1% | +8.7% |
| YTD | +11.7% | +62.3% | -50.6% | +4.8% |
| 1Y | +10.9% | +73.7% | -62.8% | +3.2% |
| All | +278.2% | +124.5% | +153.7% | +251.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling