-53.1%
ILMN vs PEG
+38.2%
-91.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.6% |
| 7D | +1.9% | +1.0% | +0.9% | +1.5% |
| 30D | +12.3% | -1.9% | +14.2% | +13.1% |
| 3M | +33.5% | -3.7% | +37.2% | +35.3% |
| 6M | +69.4% | -9.4% | +78.8% | +75.7% |
| YTD | +60.9% | -6.0% | +66.9% | +63.5% |
| 1Y | +115.0% | -4.4% | +119.3% | +115.7% |
| 3Y | +37.0% | +33.5% | +3.5% | +8.2% |
| 5Y | -53.1% | +35.7% | -88.9% | -62.9% |
| All | -53.1% | +38.2% | -91.4% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling