+39.3%
GEHC vs ILMN
+3.3%
+36.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +1.7% |
| 7D | +0.8% | -2.9% | +3.6% | +1.4% |
| 30D | +21.3% | -23.8% | +45.1% | +27.2% |
| 3M | +12.6% | +7.5% | +5.1% | +8.7% |
| 6M | +34.3% | +42.8% | -8.5% | +20.7% |
| YTD | +1.4% | +57.8% | -56.4% | -11.4% |
| 1Y | +12.5% | +72.6% | -60.1% | -3.8% |
| 3Y | +19.2% | +129.3% | -110.1% | -6.7% |
| All | +39.3% | +3.3% | +36.0% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling