-20.8%
GIS vs ILMN
+25.5%
-46.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.9% |
| 7D | -8.4% | -9.2% | +0.8% | -7.9% |
| 30D | -5.2% | +4.4% | -9.6% | -5.5% |
| 3M | +8.2% | +23.9% | -15.7% | +6.6% |
| 6M | -12.0% | +64.5% | -76.5% | -15.0% |
| YTD | -18.9% | +53.5% | -72.3% | -21.4% |
| 1Y | -23.6% | +110.8% | -134.4% | -27.9% |
| 3Y | -37.6% | +30.7% | -68.3% | -39.8% |
| 5Y | -25.2% | -54.8% | +29.7% | -22.4% |
| All | -20.8% | +25.5% | -46.3% | -27.2% |
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