+23.1%
ILMN vs PR
+147.8%
-124.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.9% | -3.3% | -7.8% |
| 7D | -28.3% | -16.5% | -11.7% | -27.3% |
| 30D | -24.0% | -4.5% | -19.4% | -23.7% |
| 3M | +4.1% | +8.5% | -4.5% | +3.3% |
| 6M | +49.6% | -3.3% | +52.9% | +49.6% |
| YTD | +58.6% | +55.7% | +2.9% | +52.6% |
| 1Y | +69.9% | +82.0% | -12.2% | +61.4% |
| 3Y | +82.9% | +62.5% | +20.4% | +74.2% |
| 5Y | -47.6% | +223.9% | -271.5% | -53.0% |
| 10Y | +58.8% | +64.2% | -5.4% | +51.7% |
| All | +23.1% | +147.8% | -124.7% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling