+492.6%
GEV vs ILMN
+61.7%
+431.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | 0.0% |
| 7D | -9.8% | -9.7% | -0.1% | -8.0% |
| 30D | -22.3% | -20.4% | -1.9% | -19.3% |
| 3M | -22.6% | +10.0% | -32.6% | -23.9% |
| 6M | -30.7% | +49.5% | -80.2% | -35.3% |
| YTD | +18.7% | +62.5% | -43.8% | +8.4% |
| 1Y | +41.0% | +76.0% | -34.9% | +26.8% |
| All | +492.6% | +61.7% | +431.0% | +433.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling