-18.0%
GIS vs ILMN
-51.8%
+33.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.4% |
| 7D | -7.8% | +1.2% | -9.1% | -7.9% |
| 30D | +6.6% | +9.2% | -2.6% | +6.2% |
| 3M | +21.0% | +29.8% | -8.9% | +19.8% |
| 6M | -9.1% | +69.2% | -78.3% | -10.7% |
| YTD | -13.6% | +66.4% | -80.0% | -15.3% |
| 1Y | -18.0% | +123.4% | -141.4% | -20.7% |
| 3Y | -33.7% | +33.2% | -66.8% | -35.3% |
| All | -18.0% | -51.8% | +33.8% | -17.9% |
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