+93.9%
ILMN vs PRU
+27.9%
+66.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.6% | -11.5% | -5.5% |
| 7D | -21.6% | +9.8% | -31.3% | -22.5% |
| 30D | -22.9% | +11.6% | -34.5% | -24.1% |
| 3M | +11.6% | +3.7% | +7.9% | +11.4% |
| 6M | +62.5% | +33.0% | +29.6% | +53.8% |
| YTD | +72.7% | +16.6% | +56.1% | +69.6% |
| 1Y | +93.9% | +26.9% | +66.9% | +85.5% |
| All | +93.9% | +27.9% | +66.0% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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