+46.6%
ILMN vs P
+449.6%
-403.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -16.4% | +8.2% | -4.4% |
| 7D | -28.3% | -31.9% | +3.6% | -21.5% |
| 30D | -24.0% | -36.5% | +12.6% | -15.7% |
| 3M | +4.1% | +11.6% | -7.5% | +0.7% |
| 6M | +49.6% | +25.2% | +24.4% | +38.0% |
| YTD | +58.6% | +39.4% | +19.1% | +40.5% |
| 1Y | +69.9% | -3.7% | +73.6% | +61.9% |
| 3Y | +82.9% | +167.3% | -84.4% | +24.0% |
| 5Y | -47.6% | +237.3% | -284.9% | -67.6% |
| 10Y | +58.8% | +698.6% | -639.8% | -21.9% |
| All | +46.6% | +449.6% | -403.0% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling