+70.5%
ILMN vs GEN
+166.9%
-96.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -2.6% | -0.3% | -2.3% | -2.6% |
| 30D | -20.6% | +28.2% | -48.8% | -26.1% |
| 3M | +17.5% | +2.6% | +14.9% | +15.1% |
| 6M | +55.6% | +32.7% | +22.9% | +40.8% |
| YTD | +68.3% | +11.3% | +57.1% | +58.7% |
| 1Y | +81.1% | +17.9% | +63.2% | +67.8% |
| 3Y | +112.2% | +66.3% | +45.8% | +76.4% |
| 5Y | -42.6% | +31.7% | -74.3% | -49.9% |
| 10Y | +70.5% | +150.0% | -79.5% | +8.6% |
| All | +70.5% | +166.9% | -96.4% | +8.6% |
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