+59.0%
ILMN vs RGEN
+450.6%
-391.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -6.0% | -3.1% | -2.9% | -4.7% |
| 30D | -23.0% | +0.1% | -23.1% | -22.6% |
| 3M | +10.4% | +4.8% | +5.7% | +9.4% |
| 6M | +49.4% | +48.9% | +0.5% | +27.6% |
| YTD | +62.3% | +5.3% | +57.0% | +57.1% |
| 1Y | +73.7% | +12.5% | +61.2% | +63.7% |
| 3Y | +122.5% | +17.0% | +105.5% | +96.4% |
| 5Y | -43.2% | -35.4% | -7.8% | -41.8% |
| 10Y | +59.0% | +434.6% | -375.6% | -22.0% |
| All | +59.0% | +450.6% | -391.7% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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