+52.4%
GEV vs ILMN
+92.1%
-39.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.9% | -4.4% | -8.6% |
| 7D | -5.1% | -21.6% | +16.4% | -2.6% |
| 30D | -15.8% | -22.9% | +7.0% | -13.6% |
| 3M | -18.2% | +11.6% | -29.8% | -18.3% |
| 6M | -22.4% | +62.5% | -84.9% | -23.3% |
| YTD | +27.7% | +72.7% | -45.0% | +20.0% |
| 1Y | +52.4% | +93.9% | -41.5% | +40.6% |
| All | +52.4% | +92.1% | -39.8% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling