+76.0%
ILMN vs PR
+80.1%
-4.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.5% | +2.5% |
| 7D | -9.7% | -16.4% | +6.7% | -10.3% |
| 30D | -20.4% | -1.9% | -18.5% | -20.2% |
| 3M | +10.0% | +8.0% | +2.1% | +11.6% |
| 6M | +49.5% | +4.1% | +45.4% | +52.2% |
| YTD | +62.5% | +58.7% | +3.8% | +76.7% |
| 1Y | +76.0% | +75.8% | +0.1% | +86.1% |
| All | +76.0% | +80.1% | -4.1% | +86.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling