-49.2%
ILMN vs PL
+16.0%
-65.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -10.1% | +1.9% | -6.7% |
| 7D | -28.3% | -20.5% | -7.7% | -25.7% |
| 30D | -24.0% | -38.8% | +14.8% | -18.3% |
| 3M | +4.1% | -49.1% | +53.2% | +14.2% |
| 6M | +49.6% | -69.4% | +118.9% | +72.9% |
| YTD | +58.6% | -42.3% | +100.9% | +61.7% |
| 1Y | +69.9% | -14.2% | +84.1% | +60.2% |
| 3Y | +82.9% | +398.7% | -315.8% | +6.7% |
| 5Y | -47.6% | +11.1% | -58.8% | -63.4% |
| All | -49.2% | +16.0% | -65.2% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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