+71.8%
ILMN vs PL
+10.1%
+61.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.3% |
| 7D | +0.7% | +22.3% | -21.5% | -1.1% |
| 30D | -22.7% | -8.3% | -14.4% | -22.5% |
| 3M | +8.6% | -43.3% | +51.9% | +10.9% |
| 6M | +43.8% | -65.8% | +109.7% | +49.3% |
| YTD | +59.8% | -29.5% | +89.3% | +59.1% |
| 1Y | +71.8% | +11.7% | +60.1% | +67.7% |
| All | +71.8% | +10.1% | +61.7% | +67.7% |
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