+40.7%
ILMN vs PR
+73.2%
-32.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | +1.2% | +2.9% | -1.7% | +0.6% |
| 30D | +9.2% | +18.0% | -8.9% | +5.6% |
| 3M | +29.8% | +16.9% | +13.0% | +25.7% |
| 6M | +69.2% | +28.2% | +41.0% | +59.2% |
| YTD | +66.4% | +69.3% | -3.0% | +45.5% |
| 1Y | +123.4% | +69.5% | +53.9% | +94.4% |
| All | +40.7% | +73.2% | -32.5% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling