+49.6%
ILMN vs PR
-3.2%
+52.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.9% | -3.3% | -7.6% |
| 7D | -28.3% | -16.5% | -11.7% | -27.3% |
| 30D | -24.0% | -4.5% | -19.4% | -23.5% |
| 3M | +4.1% | +8.5% | -4.5% | +5.2% |
| 6M | +49.6% | -3.3% | +52.9% | +56.0% |
| All | +49.6% | -3.2% | +52.7% | +56.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling