+16.5%
GEHC vs ILMN
+88.1%
-71.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.2% |
| 7D | +7.6% | -9.7% | +17.3% | +9.7% |
| 30D | +27.5% | -20.4% | +47.9% | +32.7% |
| 3M | +17.2% | +10.0% | +7.2% | +12.0% |
| 6M | +33.6% | +49.5% | -15.9% | +17.1% |
| YTD | +0.6% | +62.5% | -61.9% | -14.2% |
| 1Y | +11.3% | +76.0% | -64.7% | -7.0% |
| 3Y | +16.5% | +94.2% | -77.7% | -8.7% |
| All | +16.5% | +88.1% | -71.6% | -8.7% |
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