+5.0%
GIS vs ILMN
+53.3%
-48.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.3% |
| 7D | +3.6% | -9.7% | +13.2% | +2.5% |
| 30D | +13.9% | -20.4% | +34.3% | +11.3% |
| 3M | +0.3% | +10.0% | -9.7% | -3.5% |
| 6M | +5.0% | +49.5% | -44.5% | +0.8% |
| All | +5.0% | +53.3% | -48.3% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling