+59.0%
ILMN vs PRU
+102.7%
-43.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -6.0% | -2.8% | -3.2% | -5.0% |
| 30D | -23.0% | +8.5% | -31.5% | -25.5% |
| 3M | +10.4% | +1.7% | +8.7% | +9.3% |
| 6M | +49.4% | +24.8% | +24.7% | +37.0% |
| YTD | +62.3% | +13.3% | +49.1% | +53.6% |
| 1Y | +73.7% | +21.4% | +52.3% | +60.1% |
| 3Y | +122.5% | +54.8% | +67.7% | +87.8% |
| 5Y | -43.2% | +42.4% | -85.5% | -51.0% |
| 10Y | +59.0% | +98.4% | -39.5% | +25.7% |
| All | +59.0% | +102.7% | -43.7% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling