+69.9%
ILMN vs PCOR
+5.9%
+63.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | 0.0% | -8.2% | -8.2% |
| 7D | -28.3% | +23.7% | -52.0% | -30.2% |
| 30D | -24.0% | +39.0% | -63.0% | -27.5% |
| 3M | +4.1% | +35.8% | -31.7% | -0.5% |
| 6M | +49.6% | +38.2% | +11.3% | +43.2% |
| YTD | +58.6% | +3.9% | +54.7% | +56.1% |
| 1Y | +69.9% | +5.7% | +64.2% | +67.0% |
| All | +69.9% | +5.9% | +63.9% | +67.0% |
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