+1,183.3%
GS vs ILMN
+1,331.5%
-148.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.2% | +1.8% | -5.0% |
| 7D | -6.3% | -28.3% | +22.0% | -1.2% |
| 30D | -3.1% | -24.0% | +20.8% | +1.1% |
| 3M | -17.7% | +4.1% | -21.7% | -19.0% |
| 6M | -4.6% | +49.6% | -54.1% | -12.0% |
| YTD | +0.3% | +58.6% | -58.3% | -9.0% |
| 1Y | +11.7% | +69.9% | -58.2% | +0.1% |
| 3Y | +183.6% | +82.9% | +100.7% | +144.0% |
| 5Y | +141.0% | -47.6% | +188.6% | +148.2% |
| 10Y | +507.4% | +58.8% | +448.6% | +408.5% |
| All | +1,183.3% | +1,331.5% | -148.1% | +506.0% |
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 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