+168.3%
GM vs ILMN
+37.1%
+131.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.0% | -1.6% |
| 7D | +0.4% | +1.9% | -1.5% | 0.0% |
| 30D | -1.8% | +12.3% | -14.1% | -4.4% |
| 3M | +2.6% | +33.5% | -30.9% | -4.0% |
| 6M | +14.6% | +69.4% | -54.8% | +1.3% |
| YTD | +6.2% | +60.9% | -54.7% | -5.6% |
| 1Y | +48.7% | +115.0% | -66.3% | +22.2% |
| 3Y | +168.3% | +37.0% | +131.3% | +119.6% |
| All | +168.3% | +37.1% | +131.3% | +119.6% |
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