+112.2%
ILMN vs PRU
+55.2%
+57.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.5% |
| 7D | -2.6% | +3.2% | -5.7% | -4.1% |
| 30D | -20.6% | +7.9% | -28.6% | -23.7% |
| 3M | +17.5% | +1.8% | +15.7% | +16.1% |
| 6M | +55.6% | +24.1% | +31.5% | +38.6% |
| YTD | +68.3% | +12.4% | +56.0% | +57.4% |
| 1Y | +81.1% | +20.9% | +60.2% | +62.1% |
| 3Y | +112.2% | +55.5% | +56.7% | +46.0% |
| All | +112.2% | +55.2% | +57.0% | +46.0% |
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