+154.9%
ILMN vs GLXY
-41.9%
+196.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.8% | +1.8% |
| 7D | -9.7% | -14.6% | +4.9% | -8.1% |
| 30D | -20.4% | -36.2% | +15.8% | -16.8% |
| 3M | +10.0% | -30.1% | +40.1% | +13.9% |
| 6M | +49.5% | -56.1% | +105.6% | +58.8% |
| YTD | +62.5% | -38.9% | +101.4% | +66.1% |
| 1Y | +76.0% | -55.0% | +131.0% | +86.5% |
| All | +154.9% | -41.9% | +196.8% | +164.2% |
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