-19.2%
GIS vs ILMN
+56.2%
-75.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -8.1% | +0.7% | -8.8% | -8.1% |
| 30D | +5.3% | -22.7% | +28.0% | +6.4% |
| 3M | -10.5% | +8.6% | -19.2% | -11.7% |
| 6M | +1.8% | +43.8% | -42.0% | -1.4% |
| YTD | -22.9% | +59.8% | -82.7% | -26.1% |
| 1Y | -22.9% | +71.8% | -94.7% | -26.5% |
| 3Y | -40.5% | +119.0% | -159.5% | -45.0% |
| 5Y | -34.9% | -43.8% | +8.9% | -34.2% |
| All | -19.2% | +56.2% | -75.4% | -26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling