+1,045.4%
ILMN vs PPG
+926.5%
+118.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.5% |
| 7D | +1.2% | -1.5% | +2.7% | +2.1% |
| 30D | +9.2% | -5.0% | +14.1% | +12.2% |
| 3M | +29.8% | +1.1% | +28.7% | +27.8% |
| 6M | +69.2% | -3.2% | +72.4% | +69.0% |
| YTD | +66.4% | +11.9% | +54.5% | +51.6% |
| 1Y | +123.4% | +5.3% | +118.1% | +110.4% |
| 3Y | +33.2% | -15.0% | +48.2% | +41.6% |
| 5Y | -52.0% | -19.6% | -32.4% | -48.0% |
| 10Y | +33.6% | +27.0% | +6.6% | +3.9% |
| All | +1,045.4% | +926.5% | +118.9% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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