+52.3%
GM vs ILMN
+127.6%
-75.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | +1.7% | +1.2% | +0.5% | +1.6% |
| 30D | -1.6% | +9.2% | -10.8% | -2.5% |
| 3M | +5.7% | +29.8% | -24.2% | +2.7% |
| 6M | +12.2% | +69.2% | -57.0% | +6.0% |
| YTD | +8.4% | +66.4% | -58.0% | +2.3% |
| 1Y | +52.3% | +123.4% | -71.1% | +42.9% |
| All | +52.3% | +127.6% | -75.3% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling