+81.4%
ILMN vs PBF
+92.2%
-10.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.2% | +3.5% |
| 7D | -2.6% | -7.4% | +4.8% | -2.5% |
| 30D | -20.6% | -17.5% | -3.2% | -20.5% |
| 3M | +17.5% | +13.1% | +4.3% | +17.0% |
| 6M | +55.6% | +72.6% | -17.0% | +56.9% |
| YTD | +68.3% | +161.2% | -92.9% | +64.9% |
| All | +81.4% | +92.2% | -10.8% | +94.5% |
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