+115.0%
ILMN vs PBF
+176.6%
-61.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.3% | -6.5% | -3.3% |
| 7D | +1.9% | +2.4% | -0.5% | +1.9% |
| 30D | +12.3% | +24.9% | -12.6% | +11.8% |
| 3M | +33.5% | +81.9% | -48.3% | +33.5% |
| 6M | +69.4% | +79.4% | -10.0% | +69.1% |
| YTD | +60.9% | +188.3% | -127.4% | +57.3% |
| 1Y | +115.0% | +177.3% | -62.3% | +109.7% |
| All | +115.0% | +176.6% | -61.6% | +109.7% |
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