+58.0%
ILMN vs P
+666.7%
-608.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -5.0% | -2.4% |
| 7D | +0.7% | +17.8% | -17.1% | -3.3% |
| 30D | -22.7% | -29.9% | +7.1% | -16.1% |
| 3M | +8.6% | -1.2% | +9.8% | +8.1% |
| 6M | +43.8% | +32.1% | +11.7% | +30.8% |
| YTD | +59.8% | +64.3% | -4.5% | +35.1% |
| 1Y | +71.8% | +24.3% | +47.5% | +53.2% |
| 3Y | +119.0% | +203.2% | -84.2% | +40.1% |
| 5Y | -43.8% | +290.4% | -334.2% | -67.8% |
| All | +58.0% | +666.7% | -608.8% | -19.5% |
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