+72.6%
ILMN vs GSK
+8.8%
+63.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | -23.8% | +5.4% | -29.2% | -24.1% |
| 3M | +7.5% | +0.9% | +6.6% | +7.8% |
| 6M | +42.8% | +0.7% | +42.0% | +42.4% |
| YTD | +57.8% | +5.6% | +52.2% | +56.1% |
| 1Y | +72.6% | +8.5% | +64.1% | +69.5% |
| All | +72.6% | +8.8% | +63.8% | +69.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling