+33.7%
ILMN vs GWRE
+49.2%
-15.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | -9.2% | -30.9% | +21.7% | -4.1% |
| 30D | +4.4% | -20.7% | +25.1% | +7.6% |
| 3M | +23.9% | +20.2% | +3.7% | +17.7% |
| 6M | +64.5% | -11.9% | +76.4% | +64.2% |
| YTD | +53.5% | -30.3% | +83.8% | +59.9% |
| 1Y | +110.8% | -44.6% | +155.4% | +130.9% |
| All | +33.7% | +49.2% | -15.5% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling