+37.3%
GEHC vs ILMN
+4.6%
+32.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -2.3% | +0.7% | -3.0% | -2.4% |
| 30D | +19.0% | -22.7% | +41.8% | +24.4% |
| 3M | +13.3% | +8.6% | +4.7% | +9.1% |
| 6M | +31.5% | +43.8% | -12.3% | +18.0% |
| YTD | 0.0% | +59.8% | -59.8% | -12.9% |
| 1Y | +9.4% | +71.8% | -62.4% | -6.3% |
| 3Y | +18.3% | +119.0% | -100.6% | -6.8% |
| All | +37.3% | +4.6% | +32.7% | +19.5% |
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 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