+991.7%
ILMN vs PAAS
+1,478.6%
-486.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.2% | -6.0% | -8.0% |
| 7D | -28.3% | -0.4% | -27.9% | -28.2% |
| 30D | -24.0% | -11.6% | -12.3% | -23.0% |
| 3M | +4.1% | -15.6% | +19.7% | +5.8% |
| 6M | +49.6% | -19.1% | +68.7% | +52.0% |
| YTD | +58.6% | -20.9% | +79.5% | +60.6% |
| 1Y | +69.9% | +21.3% | +48.6% | +64.6% |
| 3Y | +82.9% | +177.4% | -94.5% | +60.4% |
| 5Y | -47.6% | +71.3% | -118.9% | -52.6% |
| 10Y | +58.8% | +181.5% | -122.6% | +33.2% |
| All | +991.7% | +1,478.6% | -486.9% | +1,000.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling