-45.5%
ILMN vs GEN
+32.5%
-78.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.8% |
| 3M | +10.0% | +6.5% | +3.5% | +6.7% |
| 6M | +49.5% | +53.8% | -4.3% | +26.7% |
| YTD | +62.5% | +11.2% | +51.3% | +53.2% |
| 1Y | +76.0% | +19.4% | +56.6% | +61.4% |
| 3Y | +94.2% | +81.0% | +13.1% | +49.7% |
| All | -45.5% | +32.5% | -78.0% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling