+138.1%
ILMN vs PCOR
+47.4%
+90.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -9.8% | +20.7% | -30.5% | -15.5% |
| 30D | -22.7% | +35.7% | -58.4% | -30.6% |
| 3M | +12.1% | +31.1% | -19.0% | +1.3% |
| 6M | +51.5% | +43.1% | +8.3% | +31.3% |
| YTD | +63.9% | +4.8% | +59.0% | +58.8% |
| 1Y | +76.6% | -3.7% | +80.2% | +77.4% |
| All | +138.1% | +47.4% | +90.7% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling