+94.2%
ILMN vs PBF
+59.0%
+35.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.6% |
| 7D | -9.7% | -13.8% | +4.1% | -8.2% |
| 30D | -20.4% | -19.6% | -0.8% | -18.7% |
| 3M | +10.0% | +10.3% | -0.2% | +7.7% |
| 6M | +49.5% | +63.4% | -14.0% | +39.1% |
| YTD | +62.5% | +152.6% | -90.1% | +37.9% |
| 1Y | +76.0% | +87.4% | -11.4% | +57.3% |
| 3Y | +94.2% | +63.3% | +30.9% | +61.1% |
| All | +94.2% | +59.0% | +35.2% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling