+115.0%
ILMN vs RGEN
+37.7%
+77.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.8% | -3.5% |
| 7D | +1.9% | -0.9% | +2.8% | +2.2% |
| 30D | +12.3% | +2.8% | +9.5% | +11.3% |
| 3M | +33.5% | +34.5% | -0.9% | +16.9% |
| 6M | +69.4% | +40.5% | +28.9% | +43.0% |
| YTD | +60.9% | +2.8% | +58.1% | +63.0% |
| 1Y | +115.0% | +39.6% | +75.3% | +80.1% |
| All | +115.0% | +37.7% | +77.3% | +80.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling