+1,289.0%
ILMN vs PODD
+767.5%
+521.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.0% |
| 7D | +1.2% | +1.6% | -0.4% | +0.8% |
| 30D | +9.2% | +10.7% | -1.5% | +6.0% |
| 3M | +29.8% | +0.7% | +29.1% | +27.8% |
| 6M | +69.2% | -39.3% | +108.5% | +89.5% |
| YTD | +66.4% | -48.1% | +114.5% | +94.3% |
| 1Y | +123.4% | -57.4% | +180.8% | +173.9% |
| 3Y | +33.2% | -23.3% | +56.4% | +33.7% |
| 5Y | -52.0% | -51.3% | -0.7% | -46.2% |
| 10Y | +33.6% | +242.0% | -208.4% | -11.0% |
| All | +1,289.0% | +767.5% | +521.5% | +491.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling