-54.8%
ILMN vs GWRE
+14.4%
-69.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | -9.2% | -30.9% | +21.7% | +0.7% |
| 30D | +4.4% | -20.7% | +25.1% | +10.6% |
| 3M | +23.9% | +20.2% | +3.7% | +12.5% |
| 6M | +64.5% | -11.9% | +76.4% | +63.3% |
| YTD | +53.5% | -30.3% | +83.8% | +65.4% |
| 1Y | +110.8% | -44.6% | +155.4% | +149.3% |
| 3Y | +30.7% | +48.8% | -18.1% | -15.8% |
| 5Y | -54.8% | +14.8% | -69.6% | -67.8% |
| All | -54.8% | +14.4% | -69.3% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling