-17.4%
GIS vs ILMN
+92.1%
-109.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.9% | +10.1% | +4.8% |
| 7D | +8.5% | -21.6% | +30.0% | +6.8% |
| 30D | +15.3% | -22.9% | +38.2% | +13.7% |
| 3M | +0.9% | +11.6% | -10.6% | -0.3% |
| 6M | +7.9% | +62.5% | -54.6% | +8.1% |
| YTD | -17.6% | +72.7% | -90.3% | -18.7% |
| 1Y | -17.4% | +93.9% | -111.2% | -19.4% |
| All | -17.4% | +92.1% | -109.5% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling