+4,105.0%
ILMN vs PRU
+809.8%
+3,295.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.3% | -4.9% | -7.2% |
| 7D | -28.3% | +4.8% | -33.1% | -29.4% |
| 30D | -24.0% | +7.9% | -31.8% | -25.9% |
| 3M | +4.1% | +3.1% | +1.0% | +2.8% |
| 6M | +49.6% | +25.2% | +24.3% | +38.8% |
| YTD | +58.6% | +12.7% | +45.8% | +51.5% |
| 1Y | +69.9% | +23.5% | +46.4% | +57.7% |
| 3Y | +82.9% | +50.6% | +32.3% | +59.3% |
| 5Y | -47.6% | +40.9% | -88.5% | -53.7% |
| 10Y | +58.8% | +125.5% | -66.6% | +13.4% |
| All | +4,105.0% | +809.8% | +3,295.2% | +879.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling