+9,455.8%
GILD vs ILMN
+1,320.8%
+8,135.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -1.1% |
| 7D | -4.8% | -5.4% | +0.6% | -4.0% |
| 30D | +5.8% | +7.0% | -1.2% | +4.5% |
| 3M | +14.9% | +24.2% | -9.3% | +10.8% |
| 6M | -0.4% | +69.9% | -70.3% | -8.7% |
| YTD | +18.5% | +57.4% | -38.9% | +9.4% |
| 1Y | +25.1% | +107.9% | -82.8% | +9.7% |
| 3Y | +105.9% | +37.1% | +68.8% | +88.1% |
| 5Y | +143.0% | -53.7% | +196.7% | +154.5% |
| 10Y | +162.4% | +28.7% | +133.6% | +125.4% |
| All | +9,455.8% | +1,320.8% | +8,135.1% | +5,057.6% |
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