+76.6%
GM vs ILMN
-54.3%
+130.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.7% |
| 7D | -1.1% | -3.9% | +2.8% | -0.1% |
| 30D | -4.6% | +6.9% | -11.5% | -6.3% |
| 3M | +0.2% | +28.1% | -27.9% | -6.4% |
| 6M | +12.6% | +65.0% | -52.3% | -1.8% |
| YTD | +3.7% | +56.3% | -52.6% | -8.9% |
| 1Y | +45.6% | +108.7% | -63.1% | +16.9% |
| 3Y | +162.0% | +33.1% | +128.9% | +128.9% |
| All | +76.6% | -54.3% | +130.9% | +101.5% |
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