+93.9%
ILMN vs PEG
-6.2%
+100.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -4.7% |
| 7D | -21.6% | +1.0% | -22.6% | -21.3% |
| 30D | -22.9% | +6.6% | -29.5% | -21.6% |
| 3M | +11.6% | -3.1% | +14.7% | +12.4% |
| 6M | +62.5% | -7.4% | +69.9% | +63.5% |
| YTD | +72.7% | -6.4% | +79.2% | +75.2% |
| 1Y | +93.9% | -7.4% | +101.3% | +96.4% |
| All | +93.9% | -6.2% | +100.0% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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