-39.0%
GIS vs ILMN
+118.2%
-157.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.4% |
| 7D | -3.4% | -2.9% | -0.5% | -3.3% |
| 30D | +6.9% | -23.8% | +30.7% | +7.1% |
| 3M | -10.1% | +7.5% | -17.6% | -11.5% |
| 6M | +5.9% | +42.8% | -36.9% | +2.8% |
| YTD | -21.1% | +57.8% | -78.9% | -24.0% |
| 1Y | -22.5% | +72.6% | -95.1% | -25.8% |
| 3Y | -39.0% | +129.3% | -168.3% | -44.0% |
| All | -39.0% | +118.2% | -157.2% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling