+59.8%
ILMN vs PAAS
+192.1%
-132.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.3% |
| 7D | -9.7% | +8.4% | -18.1% | -10.8% |
| 30D | -20.4% | -7.2% | -13.2% | -19.5% |
| 3M | +10.0% | -14.0% | +24.0% | +12.2% |
| 6M | +49.5% | -26.8% | +76.2% | +55.2% |
| YTD | +62.5% | -19.8% | +82.3% | +64.8% |
| 1Y | +76.0% | +22.8% | +53.1% | +67.5% |
| 3Y | +94.2% | +183.6% | -89.5% | +59.0% |
| 5Y | -46.3% | +73.8% | -120.1% | -54.3% |
| All | +59.8% | +192.1% | -132.3% | +33.8% |
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