+59.0%
ILMN vs P
+686.0%
-627.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.4% | -2.0% |
| 7D | -6.0% | -4.7% | -1.3% | -5.0% |
| 30D | -23.0% | -31.4% | +8.4% | -16.0% |
| 3M | +10.4% | -2.6% | +13.1% | +10.3% |
| 6M | +49.4% | +21.9% | +27.5% | +38.6% |
| YTD | +62.3% | +58.9% | +3.4% | +38.4% |
| 1Y | +73.7% | +21.7% | +51.9% | +55.7% |
| 3Y | +122.5% | +193.3% | -70.8% | +43.6% |
| 5Y | -43.2% | +275.1% | -318.3% | -67.0% |
| 10Y | +59.0% | +655.3% | -596.4% | -21.0% |
| All | +59.0% | +686.0% | -627.0% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling