+59.7%
ILMN vs PEG
+159.1%
-99.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -9.8% | +2.6% | -12.3% | -10.6% |
| 30D | -22.7% | +3.3% | -26.1% | -23.9% |
| 3M | +12.1% | +1.1% | +11.0% | +11.1% |
| 6M | +51.5% | -1.4% | +52.9% | +51.2% |
| YTD | +63.9% | -4.6% | +68.4% | +64.9% |
| 1Y | +76.6% | -7.2% | +83.8% | +79.9% |
| 3Y | +124.6% | +33.7% | +90.9% | +90.1% |
| 5Y | -42.7% | +40.8% | -83.5% | -52.7% |
| 10Y | +59.7% | +162.8% | -103.1% | +3.4% |
| All | +59.7% | +159.1% | -99.5% | +3.4% |
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 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