+70.5%
ILMN vs GSK
+101.6%
-31.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.6% |
| 7D | -2.6% | +4.9% | -7.5% | -4.6% |
| 30D | -20.6% | +10.8% | -31.5% | -24.5% |
| 3M | +17.5% | -1.8% | +19.3% | +17.6% |
| 6M | +55.6% | +4.1% | +51.5% | +51.0% |
| YTD | +68.3% | +7.9% | +60.5% | +59.0% |
| 1Y | +81.1% | +14.4% | +66.7% | +66.2% |
| 3Y | +112.2% | +68.1% | +44.1% | +55.6% |
| 5Y | -42.6% | +47.7% | -90.3% | -55.8% |
| 10Y | +70.5% | +100.5% | -30.0% | +10.2% |
| All | +70.5% | +101.6% | -31.1% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling