+154.5%
GE vs ILMN
+1,401.8%
-1,247.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.3% |
| 7D | -1.6% | +1.2% | -2.8% | -1.8% |
| 30D | -11.6% | +9.2% | -20.7% | -12.8% |
| 3M | +3.0% | +29.8% | -26.8% | -1.0% |
| 6M | -0.5% | +69.2% | -69.7% | -8.0% |
| YTD | +9.7% | +66.4% | -56.6% | +1.4% |
| 1Y | +20.0% | +123.4% | -103.4% | +5.8% |
| 3Y | +275.8% | +33.2% | +242.7% | +248.0% |
| 5Y | +429.1% | -52.0% | +481.0% | +450.4% |
| 10Y | +151.2% | +33.6% | +117.6% | +122.1% |
| All | +154.5% | +1,401.8% | -1,247.2% | +29.0% |
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