-30.4%
GIS vs ILMN
-46.1%
+15.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.6% |
| 7D | +3.6% | -9.7% | +13.2% | +3.7% |
| 30D | +13.9% | -20.4% | +34.3% | +14.1% |
| 3M | +0.3% | +10.0% | -9.7% | -0.6% |
| 6M | +5.0% | +49.5% | -44.5% | +2.9% |
| YTD | -18.4% | +62.5% | -80.9% | -20.4% |
| 1Y | -17.4% | +76.0% | -93.4% | -19.7% |
| 3Y | -36.9% | +94.2% | -131.1% | -39.3% |
| All | -30.4% | -46.1% | +15.8% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling