+627.7%
GEV vs ILMN
+55.5%
+572.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.6% |
| 7D | +3.2% | -3.9% | +7.0% | +3.8% |
| 30D | -4.0% | +6.9% | -10.9% | -5.1% |
| 3M | +3.4% | +28.1% | -24.7% | -0.7% |
| 6M | +14.7% | +65.0% | -50.3% | +5.2% |
| YTD | +45.8% | +56.3% | -10.5% | +34.1% |
| 1Y | +57.4% | +108.7% | -51.3% | +35.8% |
| All | +627.7% | +55.5% | +572.1% | +559.8% |
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