+71.8%
ILMN vs PRU
+20.5%
+51.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +0.7% | 0.0% | +0.8% | +0.7% |
| 30D | -22.7% | +7.9% | -30.7% | -23.6% |
| 3M | +8.6% | +0.9% | +7.7% | +8.8% |
| 6M | +43.8% | +22.4% | +21.5% | +38.2% |
| YTD | +59.8% | +12.7% | +47.1% | +57.5% |
| 1Y | +71.8% | +19.6% | +52.2% | +63.8% |
| All | +71.8% | +20.5% | +51.3% | +63.8% |
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