+411.2%
ILMN vs POET
-16.9%
+428.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.9% | -8.2% | -3.4% |
| 7D | +1.9% | +17.0% | -15.1% | +1.4% |
| 30D | +12.3% | -6.7% | +19.0% | +12.5% |
| 3M | +33.5% | -32.3% | +65.9% | +34.6% |
| 6M | +69.4% | +32.3% | +37.0% | +64.3% |
| YTD | +60.9% | +31.3% | +29.6% | +55.7% |
| 1Y | +115.0% | +55.3% | +59.6% | +105.5% |
| 3Y | +37.0% | +136.8% | -99.7% | +24.6% |
| 5Y | -53.1% | -2.2% | -50.9% | -56.9% |
| 10Y | +27.6% | +34.0% | -6.5% | +11.5% |
| All | +411.2% | -16.9% | +428.1% | +311.4% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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