+246.5%
GM vs ILMN
+283.8%
-37.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | +1.9% | +1.2% | +0.7% | +1.6% |
| 30D | -1.4% | +9.2% | -10.5% | -3.5% |
| 3M | +5.9% | +29.8% | -23.9% | -0.8% |
| 6M | +12.4% | +69.2% | -56.8% | -1.3% |
| YTD | +8.6% | +66.4% | -57.7% | -4.8% |
| 1Y | +52.6% | +123.4% | -70.8% | +23.4% |
| 3Y | +169.7% | +33.2% | +136.5% | +138.7% |
| 5Y | +87.5% | -52.0% | +139.5% | +101.3% |
| 10Y | +233.0% | +33.6% | +199.4% | +176.0% |
| All | +246.5% | +283.8% | -37.3% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling