+144.4%
GE vs ILMN
+1,366.8%
-1,222.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.4% |
| 7D | +7.1% | -9.7% | +16.8% | +8.5% |
| 30D | +6.5% | -20.4% | +26.9% | +9.4% |
| 3M | -13.6% | +10.0% | -23.6% | -15.4% |
| 6M | +6.0% | +49.5% | -43.5% | -0.8% |
| YTD | +5.4% | +62.5% | -57.1% | -3.0% |
| 1Y | +6.5% | +76.0% | -69.5% | -3.1% |
| 3Y | +268.6% | +94.2% | +174.4% | +222.3% |
| 5Y | +389.0% | -46.3% | +435.4% | +398.3% |
| 10Y | +163.3% | +62.7% | +100.6% | +127.2% |
| All | +144.4% | +1,366.8% | -1,222.3% | +23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling