+31.8%
ILMN vs PAAS
+206.7%
-174.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.2% |
| 7D | +1.2% | -2.9% | +4.1% | +1.7% |
| 30D | +9.2% | +6.8% | +2.4% | +8.1% |
| 3M | +29.8% | -2.9% | +32.7% | +29.9% |
| 6M | +69.2% | -16.4% | +85.6% | +72.0% |
| YTD | +66.4% | 0.0% | +66.4% | +63.7% |
| 1Y | +123.4% | +54.3% | +69.1% | +105.3% |
| 3Y | +33.2% | +230.7% | -197.5% | +6.0% |
| 5Y | -52.0% | +111.6% | -163.6% | -60.5% |
| All | +31.8% | +206.7% | -174.8% | +6.6% |
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