+70.5%
ILMN vs RGEN
+508.6%
-438.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.4% | +2.3% |
| 7D | -2.6% | +3.5% | -6.0% | -3.7% |
| 30D | -20.6% | +2.9% | -23.5% | -21.1% |
| 3M | +17.5% | +9.2% | +8.3% | +14.5% |
| 6M | +55.6% | +44.9% | +10.7% | +34.0% |
| YTD | +68.3% | +9.2% | +59.1% | +60.6% |
| 1Y | +81.1% | +25.3% | +55.8% | +63.6% |
| 3Y | +112.2% | +21.7% | +90.4% | +84.3% |
| 5Y | -42.6% | -34.5% | -8.1% | -41.6% |
| 10Y | +70.5% | +478.9% | -408.4% | -18.7% |
| All | +70.5% | +508.6% | -438.2% | -18.7% |
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