+620.7%
GEV vs ILMN
+65.5%
+555.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +3.3% | +1.2% | +2.1% | +3.1% |
| 30D | -7.5% | +9.2% | -16.6% | -8.8% |
| 3M | -2.2% | +29.8% | -32.0% | -6.2% |
| 6M | +12.1% | +69.2% | -57.1% | +2.5% |
| YTD | +44.4% | +66.4% | -22.0% | +31.6% |
| 1Y | +57.7% | +123.4% | -65.7% | +34.6% |
| All | +620.7% | +65.5% | +555.2% | +547.3% |
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