+492.3%
ILMN vs GNRC
+2,120.5%
-1,628.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.7% |
| 7D | +1.9% | +4.8% | -2.9% | +0.6% |
| 30D | +12.3% | -10.4% | +22.7% | +15.5% |
| 3M | +33.5% | -28.5% | +62.0% | +44.4% |
| 6M | +69.4% | -6.8% | +76.1% | +67.5% |
| YTD | +60.9% | +39.5% | +21.4% | +39.2% |
| 1Y | +115.0% | +3.4% | +111.6% | +101.3% |
| 3Y | +37.0% | +65.1% | -28.1% | +8.7% |
| 5Y | -53.1% | -57.1% | +3.9% | -49.4% |
| 10Y | +27.6% | +432.5% | -404.9% | -32.5% |
| All | +492.3% | +2,120.5% | -1,628.2% | +112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling