+69.9%
ILMN vs PL
-11.4%
+81.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -10.1% | +1.9% | -7.3% |
| 7D | -28.3% | -20.5% | -7.7% | -26.9% |
| 30D | -24.0% | -38.8% | +14.8% | -21.6% |
| 3M | +4.1% | -49.1% | +53.2% | +7.8% |
| 6M | +49.6% | -69.4% | +118.9% | +57.3% |
| YTD | +58.6% | -42.3% | +100.9% | +60.9% |
| 1Y | +69.9% | -14.2% | +84.1% | +69.2% |
| All | +69.9% | -11.4% | +81.3% | +69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling