+123.4%
ILMN vs GWRE
-25.4%
+148.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -19.9% | +18.4% | +0.5% |
| 7D | +1.2% | -21.1% | +22.3% | +3.5% |
| 30D | +9.2% | +1.3% | +7.9% | +8.7% |
| 3M | +29.8% | +7.4% | +22.4% | +27.9% |
| 6M | +69.2% | +5.6% | +63.6% | +65.1% |
| YTD | +66.4% | -19.2% | +85.6% | +67.6% |
| 1Y | +123.4% | -25.1% | +148.6% | +128.5% |
| All | +123.4% | -25.4% | +148.8% | +128.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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