+50.0%
GM vs ILMN
-43.8%
+93.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.4% |
| 7D | -3.8% | -6.0% | +2.2% | -2.5% |
| 30D | +7.9% | -23.0% | +31.0% | +13.2% |
| 3M | -0.3% | +10.4% | -10.7% | -5.0% |
| 6M | +18.6% | +49.4% | -30.8% | +4.1% |
| YTD | +10.0% | +62.3% | -52.3% | -6.3% |
| 1Y | +25.9% | +73.7% | -47.8% | +5.3% |
| 3Y | +241.2% | +122.5% | +118.7% | +152.3% |
| 5Y | +50.0% | -43.2% | +93.2% | +53.4% |
| All | +50.0% | -43.8% | +93.8% | +53.4% |
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