+58.0%
ILMN vs PAAS
+207.5%
-149.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.0% |
| 7D | +0.7% | -7.0% | +7.8% | +1.8% |
| 30D | -22.7% | -15.3% | -7.4% | -20.8% |
| 3M | +8.6% | -27.7% | +36.4% | +13.7% |
| 6M | +43.8% | -40.5% | +84.3% | +53.9% |
| YTD | +59.8% | -26.5% | +86.3% | +64.2% |
| 1Y | +71.8% | -0.8% | +72.6% | +68.7% |
| 3Y | +119.0% | +196.9% | -78.0% | +77.8% |
| 5Y | -43.8% | +49.2% | -93.0% | -51.4% |
| All | +58.0% | +207.5% | -149.5% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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