+115.0%
ILMN vs GSK
+26.4%
+88.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.8% |
| 7D | +1.9% | -4.2% | +6.1% | +2.7% |
| 30D | +12.3% | -7.5% | +19.8% | +13.8% |
| 3M | +33.5% | -3.3% | +36.8% | +33.8% |
| 6M | +69.4% | -9.3% | +78.7% | +72.2% |
| YTD | +60.9% | +1.6% | +59.3% | +57.4% |
| 1Y | +115.0% | +25.5% | +89.5% | +82.5% |
| All | +115.0% | +26.4% | +88.6% | +82.5% |
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