+53.9%
ILMN vs P
+485.4%
-431.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -1.9% |
| 7D | +1.2% | +6.5% | -5.3% | -0.2% |
| 30D | +9.2% | +18.8% | -9.7% | +4.1% |
| 3M | +29.8% | +26.7% | +3.1% | +21.1% |
| 6M | +69.2% | +62.2% | +7.0% | +46.9% |
| YTD | +66.4% | +48.5% | +17.9% | +45.4% |
| 1Y | +123.4% | +26.4% | +97.0% | +99.2% |
| 3Y | +33.2% | +159.4% | -126.2% | -8.7% |
| 5Y | -52.0% | +275.8% | -327.8% | -71.0% |
| 10Y | +33.6% | +732.0% | -698.4% | -34.6% |
| All | +53.9% | +485.4% | -431.5% | -24.2% |
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 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