+132.2%
ILMN vs GEN
+64.0%
+68.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.1% |
| 7D | +0.7% | -3.0% | +3.7% | +1.2% |
| 30D | -22.7% | +24.7% | -47.4% | -26.0% |
| 3M | +8.6% | +4.1% | +4.5% | +7.5% |
| 6M | +43.8% | +36.0% | +7.8% | +31.2% |
| YTD | +59.8% | +10.9% | +48.9% | +54.4% |
| 1Y | +71.8% | +12.2% | +59.6% | +65.3% |
| All | +132.2% | +64.0% | +68.2% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling