+2.3%
GEHC vs ILMN
+33.7%
-31.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -0.9% |
| 7D | -4.0% | +1.2% | -5.2% | -4.3% |
| 30D | -2.0% | +9.2% | -11.1% | -4.3% |
| 3M | +8.0% | +29.8% | -21.9% | +0.4% |
| 6M | -12.8% | +69.2% | -82.0% | -24.5% |
| YTD | -15.9% | +66.4% | -82.3% | -27.3% |
| 1Y | -6.9% | +123.4% | -130.3% | -26.2% |
| All | +2.3% | +33.7% | -31.4% | -14.0% |
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 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