+514.9%
GEV vs ILMN
+57.0%
+457.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +3.7% | -2.9% | +6.6% | +4.4% |
| 30D | -14.7% | -23.8% | +9.2% | -10.7% |
| 3M | -23.4% | +7.5% | -30.9% | -24.4% |
| 6M | -24.3% | +42.8% | -67.1% | -28.7% |
| YTD | +23.2% | +57.8% | -34.6% | +13.1% |
| 1Y | +44.2% | +72.6% | -28.4% | +30.2% |
| All | +514.9% | +57.0% | +457.8% | +456.4% |
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