+93.9%
ILMN vs GNRC
+17.5%
+76.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.5% | +4.6% | -4.1% |
| 7D | -21.6% | -6.0% | -15.6% | -21.1% |
| 30D | -22.9% | -12.0% | -10.8% | -22.3% |
| 3M | +11.6% | -13.4% | +25.0% | +11.2% |
| 6M | +62.5% | -26.4% | +88.9% | +61.1% |
| YTD | +72.7% | +38.8% | +33.9% | +64.5% |
| 1Y | +93.9% | +20.9% | +73.0% | +89.6% |
| All | +93.9% | +17.5% | +76.3% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling