+70.5%
ILMN vs PEG
+155.4%
-85.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +2.3% |
| 7D | -2.6% | +0.9% | -3.4% | -2.9% |
| 30D | -20.6% | +3.8% | -24.4% | -21.9% |
| 3M | +17.5% | +0.1% | +17.4% | +16.9% |
| 6M | +55.6% | -1.0% | +56.6% | +55.1% |
| YTD | +68.3% | -4.1% | +72.5% | +69.1% |
| 1Y | +81.1% | -6.9% | +88.0% | +84.2% |
| 3Y | +112.2% | +35.6% | +76.5% | +78.5% |
| 5Y | -42.6% | +42.8% | -85.4% | -52.8% |
| 10Y | +70.5% | +160.2% | -89.7% | +13.8% |
| All | +70.5% | +155.4% | -85.0% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling