-51.4%
ILMN vs GSK
+48.0%
-99.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.4% | -1.0% |
| 7D | +1.2% | -1.8% | +3.0% | +1.8% |
| 30D | +9.2% | -2.2% | +11.4% | +9.8% |
| 3M | +29.8% | -1.8% | +31.7% | +30.1% |
| 6M | +69.2% | -10.6% | +79.8% | +74.3% |
| YTD | +66.4% | +4.4% | +62.0% | +62.1% |
| 1Y | +123.4% | +30.4% | +93.0% | +101.3% |
| 3Y | +33.2% | +60.1% | -26.9% | +9.6% |
| All | -51.4% | +48.0% | -99.4% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling