-43.8%
ILMN vs PBF
+419.4%
-463.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -2.9% | +6.5% | -9.3% | -3.5% |
| 30D | -23.8% | -20.0% | -3.8% | -22.3% |
| 3M | +7.5% | -3.3% | +10.8% | +7.2% |
| 6M | +42.8% | +76.8% | -34.0% | +33.7% |
| YTD | +57.8% | +168.9% | -111.1% | +39.1% |
| 1Y | +72.6% | +96.4% | -23.7% | +57.7% |
| 3Y | +129.3% | +77.2% | +52.1% | +101.9% |
| All | -43.8% | +419.4% | -463.3% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling