+293.4%
ILMN vs GWRE
+793.8%
-500.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.8% | +4.5% | -0.6% |
| 7D | +1.9% | -25.6% | +27.4% | +11.6% |
| 30D | +12.3% | -12.2% | +24.5% | +15.8% |
| 3M | +33.5% | +17.7% | +15.8% | +21.7% |
| 6M | +69.4% | -11.3% | +80.7% | +67.8% |
| YTD | +60.9% | -25.5% | +86.4% | +68.4% |
| 1Y | +115.0% | -42.8% | +157.8% | +148.7% |
| 3Y | +37.0% | +59.0% | -22.0% | -1.9% |
| 5Y | -53.1% | +21.6% | -74.7% | -63.7% |
| 10Y | +27.6% | +139.2% | -111.6% | -22.9% |
| All | +293.4% | +793.8% | -500.4% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling