+107.9%
ILMN vs GWRE
-44.7%
+152.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | -5.4% | -13.2% | +7.8% | -3.8% |
| 30D | +7.0% | -18.6% | +25.6% | +9.2% |
| 3M | +24.2% | +18.9% | +5.3% | +19.2% |
| 6M | +69.9% | -11.0% | +80.9% | +69.6% |
| YTD | +57.4% | -29.9% | +87.3% | +67.2% |
| 1Y | +107.9% | -44.3% | +152.2% | +144.9% |
| All | +107.9% | -44.7% | +152.5% | +144.9% |
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