-51.4%
ILMN vs RGEN
-42.4%
-9.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | +1.2% | -4.9% | +6.1% | +3.2% |
| 30D | +9.2% | +5.7% | +3.5% | +6.8% |
| 3M | +29.8% | +32.4% | -2.6% | +14.6% |
| 6M | +69.2% | +33.2% | +36.0% | +47.5% |
| YTD | +66.4% | +2.3% | +64.1% | +61.4% |
| 1Y | +123.4% | +39.0% | +84.4% | +90.8% |
| 3Y | +33.2% | -4.6% | +37.8% | +24.8% |
| All | -51.4% | -42.4% | -9.0% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling