+112.2%
ILMN vs PAAS
+224.2%
-112.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +3.1% |
| 7D | -2.6% | +8.8% | -11.4% | -4.0% |
| 30D | -20.6% | -8.5% | -12.2% | -19.5% |
| 3M | +17.5% | -17.0% | +34.5% | +20.6% |
| 6M | +55.6% | -27.9% | +83.5% | +62.3% |
| YTD | +68.3% | -17.5% | +85.8% | +70.0% |
| 1Y | +81.1% | +22.8% | +58.3% | +70.8% |
| 3Y | +112.2% | +224.2% | -112.1% | +42.3% |
| All | +112.2% | +224.2% | -112.1% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling