+129.3%
ILMN vs RGEN
+15.2%
+114.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -2.9% | -3.3% | +0.4% | -1.4% |
| 30D | -23.8% | -5.8% | -18.0% | -21.3% |
| 3M | +7.5% | +0.2% | +7.3% | +8.6% |
| 6M | +42.8% | +56.8% | -14.0% | +18.9% |
| YTD | +57.8% | +2.4% | +55.4% | +55.2% |
| 1Y | +72.6% | +11.4% | +61.2% | +63.9% |
| 3Y | +129.3% | +15.2% | +114.2% | +89.1% |
| All | +129.3% | +15.2% | +114.1% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling