+122.3%
ILMN vs GEN
+5.6%
+116.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.3% |
| 7D | +1.2% | -1.2% | +2.4% | +1.4% |
| 30D | +9.2% | +10.1% | -1.0% | +7.9% |
| 3M | +29.8% | +16.1% | +13.8% | +27.1% |
| 6M | +69.2% | +38.9% | +30.4% | +56.3% |
| YTD | +66.4% | +14.4% | +51.9% | +66.8% |
| All | +122.3% | +5.6% | +116.7% | +115.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling