+1,018.6%
ILMN vs PEGA
+2,878.1%
-1,859.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +3.2% |
| 7D | -9.7% | -4.5% | -5.2% | -8.9% |
| 30D | -20.4% | -5.7% | -14.7% | -19.7% |
| 3M | +10.0% | +2.6% | +7.5% | +8.8% |
| 6M | +49.5% | -10.6% | +60.1% | +50.6% |
| YTD | +62.5% | -45.5% | +108.0% | +79.0% |
| 1Y | +76.0% | -44.8% | +120.8% | +93.2% |
| 3Y | +94.2% | +45.5% | +48.6% | +68.1% |
| 5Y | -46.3% | -45.3% | -1.0% | -45.4% |
| 10Y | +62.7% | +102.4% | -39.6% | +31.7% |
| All | +1,018.6% | +2,878.1% | -1,859.5% | +532.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 all: compounded portfolio wealth divided by compounded PEGA 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…
all analysis · Full analysis span regression · 6 months rolling