+142.4%
GILD vs ILMN
-53.9%
+196.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -1.0% |
| 7D | -4.8% | -5.4% | +0.6% | -4.2% |
| 30D | +5.8% | +7.0% | -1.2% | +4.9% |
| 3M | +14.9% | +24.2% | -9.3% | +11.9% |
| 6M | -0.4% | +69.9% | -70.3% | -6.6% |
| YTD | +18.5% | +57.4% | -38.9% | +11.7% |
| 1Y | +25.1% | +107.9% | -82.8% | +13.3% |
| 3Y | +105.9% | +37.1% | +68.8% | +91.3% |
| All | +142.4% | -53.9% | +196.4% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling