+123.4%
ILMN vs PCOR
-14.7%
+138.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.6% |
| 7D | +1.2% | -9.0% | +10.2% | +3.3% |
| 30D | +9.2% | +4.2% | +5.0% | +8.2% |
| 3M | +29.8% | +14.4% | +15.4% | +26.5% |
| 6M | +69.2% | +0.2% | +69.0% | +68.8% |
| YTD | +66.4% | -20.3% | +86.6% | +78.4% |
| 1Y | +123.4% | -16.1% | +139.5% | +138.1% |
| All | +123.4% | -14.7% | +138.1% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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