+93.9%
ILMN vs P
+19.7%
+74.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.0% | +0.1% | -4.4% |
| 7D | -21.6% | -19.4% | -2.2% | -19.8% |
| 30D | -22.9% | -22.3% | -0.5% | -21.1% |
| 3M | +11.6% | +33.2% | -21.6% | +11.4% |
| 6M | +62.5% | +53.6% | +8.9% | +60.3% |
| YTD | +72.7% | +66.8% | +5.9% | +69.5% |
| 1Y | +93.9% | +17.5% | +76.3% | +92.7% |
| All | +93.9% | +19.7% | +74.1% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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