+19.7%
GS vs ILMN
+92.1%
-72.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.9% | +8.5% | +4.1% |
| 7D | +0.3% | -21.6% | +21.9% | +2.9% |
| 30D | +3.9% | -22.9% | +26.7% | +6.5% |
| 3M | -11.4% | +11.6% | -23.0% | -12.7% |
| 6M | +3.7% | +62.5% | -58.8% | -2.3% |
| YTD | +7.1% | +72.7% | -65.6% | -1.9% |
| 1Y | +19.7% | +93.9% | -74.2% | +6.3% |
| All | +19.7% | +92.1% | -72.5% | +6.3% |
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