+94.2%
ILMN vs PRU
+46.4%
+47.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.1% | +3.6% |
| 7D | -9.7% | +2.4% | -12.1% | -10.9% |
| 30D | -20.4% | +6.1% | -26.5% | -22.9% |
| 3M | +10.0% | -0.7% | +10.7% | +9.9% |
| 6M | +49.5% | +22.1% | +27.4% | +34.1% |
| YTD | +62.5% | +9.8% | +52.7% | +53.5% |
| 1Y | +76.0% | +19.4% | +56.6% | +58.3% |
| 3Y | +94.2% | +50.4% | +43.8% | +36.8% |
| All | +94.2% | +46.4% | +47.7% | +36.8% |
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 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