+1,028.0%
ILMN vs GEN
+1,270.3%
-242.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -9.8% | +1.0% | -10.8% | -10.2% |
| 30D | -22.7% | +29.1% | -51.8% | -29.2% |
| 3M | +12.1% | +2.9% | +9.1% | +8.9% |
| 6M | +51.5% | +33.6% | +17.9% | +34.6% |
| YTD | +63.9% | +12.0% | +51.8% | +52.1% |
| 1Y | +76.6% | +16.2% | +60.4% | +62.0% |
| 3Y | +124.6% | +65.1% | +59.5% | +82.0% |
| 5Y | -42.7% | +33.3% | -76.0% | -51.3% |
| 10Y | +59.7% | +149.7% | -90.0% | +2.3% |
| All | +1,028.0% | +1,270.3% | -242.3% | +224.8% |
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