+59.8%
ILMN vs P
+713.7%
-653.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.5% | -1.1% | +1.6% |
| 7D | -9.7% | -23.8% | +14.1% | -3.7% |
| 30D | -20.4% | -36.6% | +16.2% | -11.3% |
| 3M | +10.0% | +10.9% | -0.9% | +6.4% |
| 6M | +49.5% | +30.0% | +19.5% | +36.2% |
| YTD | +62.5% | +44.4% | +18.1% | +41.9% |
| 1Y | +76.0% | +3.9% | +72.0% | +64.1% |
| 3Y | +94.2% | +176.6% | -82.4% | +26.8% |
| 5Y | -46.3% | +249.3% | -295.6% | -68.3% |
| All | +59.8% | +713.7% | -653.9% | -22.2% |
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