+70.5%
ILMN vs PAAS
+178.0%
-107.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +3.2% |
| 7D | -2.6% | +8.8% | -11.4% | -3.8% |
| 30D | -20.6% | -8.5% | -12.2% | -19.6% |
| 3M | +17.5% | -17.0% | +34.5% | +20.5% |
| 6M | +55.6% | -27.9% | +83.5% | +61.9% |
| YTD | +68.3% | -17.5% | +85.8% | +70.1% |
| 1Y | +81.1% | +22.8% | +58.3% | +72.4% |
| 3Y | +112.2% | +224.2% | -112.1% | +70.5% |
| 5Y | -42.6% | +73.6% | -116.2% | -51.3% |
| 10Y | +70.5% | +186.4% | -115.9% | +42.2% |
| All | +70.5% | +178.0% | -107.5% | +42.2% |
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