+488.1%
ILMN vs GNRC
+2,151.7%
-1,663.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +0.7% | +11.9% | -11.2% | -2.5% |
| 30D | -22.7% | -10.0% | -12.7% | -20.5% |
| 3M | +8.6% | -13.1% | +21.7% | +12.1% |
| 6M | +43.8% | -28.5% | +72.3% | +54.1% |
| YTD | +59.8% | +41.4% | +18.3% | +36.9% |
| 1Y | +71.8% | +18.8% | +53.0% | +54.4% |
| 3Y | +119.0% | +86.3% | +32.7% | +67.5% |
| 5Y | -43.8% | -56.8% | +13.0% | -39.5% |
| 10Y | +56.4% | +382.1% | -325.7% | -15.6% |
| All | +488.1% | +2,151.7% | -1,663.6% | +108.7% |
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