+12.0%
GEHC vs ILMN
+5.3%
+6.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -2.3% |
| 7D | -5.2% | +1.9% | -7.1% | -5.6% |
| 30D | -7.0% | +12.3% | -19.2% | -9.5% |
| 3M | +3.3% | +33.5% | -30.2% | -3.8% |
| 6M | -10.0% | +69.4% | -79.4% | -21.0% |
| YTD | -18.5% | +60.9% | -79.4% | -27.9% |
| 1Y | -14.4% | +115.0% | -129.4% | -29.8% |
| 3Y | +3.4% | +37.0% | -33.6% | -11.5% |
| All | +12.0% | +5.3% | +6.6% | -1.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling