-43.8%
ILMN vs GEN
+31.4%
-75.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.8% |
| 7D | +0.7% | -3.0% | +3.7% | +1.4% |
| 30D | -22.7% | +24.7% | -47.4% | -27.6% |
| 3M | +8.6% | +4.1% | +4.5% | +6.2% |
| 6M | +43.8% | +36.0% | +7.8% | +27.6% |
| YTD | +59.8% | +10.9% | +48.9% | +50.8% |
| 1Y | +71.8% | +12.2% | +59.6% | +61.4% |
| 3Y | +119.0% | +63.3% | +55.7% | +76.1% |
| 5Y | -43.8% | +29.0% | -72.9% | -52.7% |
| All | -43.8% | +31.4% | -75.2% | -52.7% |
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 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