-51.4%
ILMN vs PODD
-51.3%
-0.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.8% |
| 7D | +1.2% | +1.6% | -0.4% | +0.7% |
| 30D | +9.2% | +10.7% | -1.5% | +5.1% |
| 3M | +29.8% | +0.7% | +29.1% | +26.7% |
| 6M | +69.2% | -39.3% | +108.5% | +97.7% |
| YTD | +66.4% | -48.1% | +114.5% | +106.2% |
| 1Y | +123.4% | -57.4% | +180.8% | +196.5% |
| 3Y | +33.2% | -23.3% | +56.4% | +29.1% |
| All | -51.4% | -51.3% | -0.1% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 5y: compounded portfolio wealth divided by compounded PODD 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…
5y analysis · Full analysis span regression · 6 months rolling