+73.7%
ILMN vs GEN
+18.5%
+55.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.8% |
| 7D | -6.0% | -0.8% | -5.2% | -6.0% |
| 30D | -23.0% | +31.2% | -54.2% | -22.6% |
| 3M | +10.4% | +6.1% | +4.4% | +11.8% |
| 6M | +49.4% | +38.1% | +11.3% | +46.8% |
| YTD | +62.3% | +14.4% | +48.0% | +58.6% |
| 1Y | +73.7% | +15.1% | +58.5% | +68.6% |
| All | +73.7% | +18.5% | +55.2% | +68.6% |
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 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