+93.9%
ILMN vs PBF
+120.1%
-26.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.7% | +1.8% | -4.9% |
| 7D | -21.6% | -0.9% | -20.7% | -21.5% |
| 30D | -22.9% | -13.7% | -9.2% | -22.9% |
| 3M | +11.6% | +10.6% | +1.0% | +11.3% |
| 6M | +62.5% | +61.2% | +1.4% | +63.4% |
| YTD | +72.7% | +172.7% | -100.0% | +71.2% |
| 1Y | +93.9% | +111.0% | -17.2% | +98.6% |
| All | +93.9% | +120.1% | -26.2% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling