+49.5%
ILMN vs PAAS
-23.7%
+73.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.1% |
| 7D | -9.7% | +8.4% | -18.1% | -11.5% |
| 30D | -20.4% | -7.2% | -13.2% | -18.9% |
| 3M | +10.0% | -14.0% | +24.0% | +13.8% |
| 6M | +49.5% | -26.8% | +76.2% | +56.9% |
| All | +49.5% | -23.7% | +73.2% | +56.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling