+12.1%
GS vs ILMN
+74.0%
-61.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.8% | -0.7% |
| 7D | -3.2% | -9.7% | +6.5% | -2.1% |
| 30D | -2.4% | -20.4% | +18.0% | +0.1% |
| 3M | -15.7% | +10.0% | -25.8% | -16.8% |
| 6M | -6.8% | +49.5% | -56.3% | -11.2% |
| YTD | -0.1% | +62.5% | -62.6% | -8.3% |
| 1Y | +12.1% | +76.0% | -63.9% | 0.0% |
| All | +12.1% | +74.0% | -61.9% | 0.0% |
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