+112.2%
ILMN vs PEG
+33.8%
+78.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +3.1% |
| 7D | -2.6% | +0.9% | -3.4% | -2.7% |
| 30D | -20.6% | +3.8% | -24.4% | -21.2% |
| 3M | +17.5% | +0.1% | +17.4% | +17.7% |
| 6M | +55.6% | -1.0% | +56.6% | +56.0% |
| YTD | +68.3% | -4.1% | +72.5% | +69.4% |
| 1Y | +81.1% | -6.9% | +88.0% | +84.1% |
| 3Y | +112.2% | +35.6% | +76.5% | +67.4% |
| All | +112.2% | +33.8% | +78.3% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling