+311.8%
ILMN vs PBF
+265.5%
+46.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.6% |
| 7D | -9.7% | -13.8% | +4.1% | -8.1% |
| 30D | -20.4% | -19.6% | -0.8% | -18.7% |
| 3M | +10.0% | +10.3% | -0.2% | +8.1% |
| 6M | +49.5% | +63.4% | -14.0% | +39.9% |
| YTD | +62.5% | +152.6% | -90.1% | +42.5% |
| 1Y | +76.0% | +87.4% | -11.4% | +59.6% |
| 3Y | +94.2% | +63.3% | +30.9% | +73.7% |
| 5Y | -46.3% | +412.5% | -458.8% | -59.6% |
| 10Y | +62.7% | +282.5% | -219.7% | +10.5% |
| All | +311.8% | +265.5% | +46.3% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling