+40.7%
ILMN vs RGEN
-3.7%
+44.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | +1.2% | -4.9% | +6.1% | +3.1% |
| 30D | +9.2% | +5.7% | +3.5% | +7.0% |
| 3M | +29.8% | +32.4% | -2.6% | +15.4% |
| 6M | +69.2% | +33.2% | +36.0% | +48.6% |
| YTD | +66.4% | +2.3% | +64.1% | +62.0% |
| 1Y | +123.4% | +39.0% | +84.4% | +93.0% |
| All | +40.7% | -3.7% | +44.4% | +31.2% |
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