+154.6%
ILMN vs GLXY
-32.0%
+186.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +13.2% | -14.1% | -2.6% |
| 7D | -6.0% | +14.3% | -20.3% | -7.6% |
| 30D | -23.0% | -19.6% | -3.4% | -21.7% |
| 3M | +10.4% | -20.7% | +31.1% | +12.2% |
| 6M | +49.4% | -49.6% | +99.0% | +55.7% |
| YTD | +62.3% | -28.6% | +90.9% | +62.5% |
| 1Y | +73.7% | -48.0% | +121.7% | +80.6% |
| All | +154.6% | -32.0% | +186.7% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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