+40.7%
ILMN vs PL
+454.1%
-413.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | +1.2% | -9.3% | +10.5% | +2.1% |
| 30D | +9.2% | -18.9% | +28.1% | +11.3% |
| 3M | +29.8% | -58.4% | +88.2% | +40.6% |
| 6M | +69.2% | -30.3% | +99.5% | +70.3% |
| YTD | +66.4% | -8.1% | +74.5% | +60.5% |
| 1Y | +123.4% | +180.5% | -57.1% | +82.9% |
| All | +40.7% | +454.1% | -413.4% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling