+72.6%
ILMN vs PL
+12.6%
+60.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | -2.9% | +10.0% | -12.9% | -3.7% |
| 30D | -23.8% | -2.3% | -21.6% | -23.8% |
| 3M | +7.5% | -44.2% | +51.7% | +9.7% |
| 6M | +42.8% | -66.1% | +108.9% | +48.0% |
| YTD | +57.8% | -30.0% | +87.8% | +57.7% |
| 1Y | +72.6% | +21.0% | +51.6% | +70.5% |
| All | +72.6% | +12.6% | +60.1% | +70.5% |
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