+1,872.1%
ILMN vs GRMN
+6,655.2%
-4,783.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.2% | -2.9% | +4.1% | +2.3% |
| 30D | +9.2% | -8.4% | +17.6% | +12.5% |
| 3M | +29.8% | +15.0% | +14.8% | +22.8% |
| 6M | +69.2% | +11.2% | +58.0% | +61.1% |
| YTD | +66.4% | +37.7% | +28.7% | +46.5% |
| 1Y | +123.4% | +18.5% | +104.9% | +106.8% |
| 3Y | +33.2% | +175.8% | -142.6% | -10.4% |
| 5Y | -52.0% | +75.1% | -127.1% | -62.3% |
| 10Y | +33.6% | +637.0% | -603.4% | -34.2% |
| All | +1,872.1% | +6,655.2% | -4,783.1% | +237.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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