+24.3%
ILMN vs GWRE
+131.0%
-106.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | -5.4% | -13.2% | +7.8% | -0.3% |
| 30D | +7.0% | -18.6% | +25.6% | +13.8% |
| 3M | +24.2% | +18.9% | +5.3% | +11.2% |
| 6M | +69.9% | -11.0% | +80.9% | +67.2% |
| YTD | +57.4% | -29.9% | +87.3% | +69.8% |
| 1Y | +107.9% | -44.3% | +152.2% | +148.4% |
| 3Y | +37.1% | +51.7% | -14.5% | -9.5% |
| 5Y | -53.7% | +15.4% | -69.1% | -66.1% |
| All | +24.3% | +131.0% | -106.7% | -30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling