+1,018.6%
ILMN vs GSK
+182.1%
+836.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.5% |
| 7D | -9.7% | +1.7% | -11.3% | -10.6% |
| 30D | -20.4% | +7.0% | -27.4% | -23.8% |
| 3M | +10.0% | -2.7% | +12.7% | +10.4% |
| 6M | +49.5% | +1.4% | +48.1% | +45.9% |
| YTD | +62.5% | +5.3% | +57.2% | +53.7% |
| 1Y | +76.0% | +10.6% | +65.3% | +61.8% |
| 3Y | +94.2% | +62.6% | +31.6% | +39.4% |
| 5Y | -46.3% | +41.7% | -88.0% | -59.4% |
| 10Y | +62.7% | +104.7% | -42.0% | -2.7% |
| All | +1,018.6% | +182.1% | +836.6% | +381.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling