+59.8%
ILMN vs GEN
+157.3%
-97.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +3.1% |
| 7D | -9.7% | +2.3% | -12.0% | -10.3% |
| 30D | -20.4% | +33.1% | -53.5% | -26.5% |
| 3M | +10.0% | +6.5% | +3.5% | +6.6% |
| 6M | +49.5% | +53.8% | -4.3% | +29.3% |
| YTD | +62.5% | +11.2% | +51.3% | +53.3% |
| 1Y | +76.0% | +19.4% | +56.6% | +62.4% |
| 3Y | +94.2% | +81.0% | +13.1% | +57.4% |
| 5Y | -46.3% | +33.4% | -79.8% | -53.4% |
| All | +59.8% | +157.3% | -97.4% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 10y: compounded portfolio wealth divided by compounded GEN 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…
10y analysis · Full analysis span regression · 6 months rolling