+59.8%
ILMN vs PR
+66.0%
-6.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.5% | +2.3% |
| 7D | -9.7% | -16.4% | +6.7% | -8.4% |
| 30D | -20.4% | -1.9% | -18.5% | -20.3% |
| 3M | +10.0% | +8.0% | +2.1% | +9.3% |
| 6M | +49.5% | +4.1% | +45.4% | +48.7% |
| YTD | +62.5% | +58.7% | +3.8% | +56.1% |
| 1Y | +76.0% | +75.8% | +0.1% | +67.6% |
| 3Y | +94.2% | +73.2% | +21.0% | +84.1% |
| 5Y | -46.3% | +230.1% | -276.5% | -52.0% |
| All | +59.8% | +66.0% | -6.2% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling