+1,045.4%
ILMN vs GEN
+1,299.5%
-254.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.9% |
| 7D | +1.2% | -1.2% | +2.4% | +1.6% |
| 30D | +9.2% | +10.1% | -1.0% | +5.8% |
| 3M | +29.8% | +16.1% | +13.8% | +23.4% |
| 6M | +69.2% | +38.9% | +30.4% | +50.8% |
| YTD | +66.4% | +14.4% | +51.9% | +56.4% |
| 1Y | +123.4% | +5.9% | +117.5% | +115.3% |
| 3Y | +33.2% | +58.8% | -25.6% | +11.1% |
| 5Y | -52.0% | +24.7% | -76.6% | -57.5% |
| 10Y | +33.6% | +163.1% | -129.5% | -14.3% |
| All | +1,045.4% | +1,299.5% | -254.2% | +234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling