+1,018.6%
ILMN vs PHM
+2,876.9%
-1,858.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.4% | +3.0% |
| 7D | -9.7% | +6.2% | -15.9% | -11.5% |
| 30D | -20.4% | +17.9% | -38.3% | -24.5% |
| 3M | +10.0% | +2.5% | +7.5% | +8.3% |
| 6M | +49.5% | +10.8% | +38.7% | +43.4% |
| YTD | +62.5% | +13.7% | +48.8% | +53.7% |
| 1Y | +76.0% | +12.4% | +63.6% | +66.8% |
| 3Y | +94.2% | +65.6% | +28.5% | +63.3% |
| 5Y | -46.3% | +175.3% | -221.7% | -61.1% |
| 10Y | +62.7% | +713.9% | -651.2% | -17.6% |
| All | +1,018.6% | +2,876.9% | -1,858.3% | +230.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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