+89.5%
ILMN vs PRU
+50.4%
+39.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.3% | -4.9% | -6.7% |
| 7D | -28.3% | +4.8% | -33.1% | -29.9% |
| 30D | -24.0% | +7.9% | -31.8% | -26.8% |
| 3M | +4.1% | +3.1% | +1.0% | +2.2% |
| 6M | +49.6% | +25.2% | +24.3% | +32.8% |
| YTD | +58.6% | +12.7% | +45.8% | +48.2% |
| 1Y | +69.9% | +23.5% | +46.4% | +50.4% |
| All | +89.5% | +50.4% | +39.1% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling