-43.2%
ILMN vs PAAS
+58.4%
-101.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | -6.0% | -5.2% | -0.8% | -5.0% |
| 30D | -23.0% | -13.9% | -9.1% | -20.7% |
| 3M | +10.4% | -23.8% | +34.2% | +16.2% |
| 6M | +49.4% | -36.4% | +85.8% | +61.8% |
| YTD | +62.3% | -23.4% | +85.7% | +66.5% |
| 1Y | +73.7% | +5.6% | +68.0% | +65.7% |
| 3Y | +122.5% | +209.7% | -87.2% | +52.6% |
| 5Y | -43.2% | +55.6% | -98.7% | -53.7% |
| All | -43.2% | +58.4% | -101.6% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling