+2,765.0%
ILMN vs PSKY
-42.2%
+2,807.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.2% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | +9.2% | +24.0% | -14.8% | +3.5% |
| 3M | +29.8% | +2.2% | +27.7% | +28.6% |
| 6M | +69.2% | -9.0% | +78.2% | +71.4% |
| YTD | +66.4% | -18.1% | +84.5% | +71.9% |
| 1Y | +123.4% | -25.1% | +148.5% | +132.6% |
| 3Y | +33.2% | -16.3% | +49.5% | +25.8% |
| 5Y | -52.0% | -70.4% | +18.4% | -43.5% |
| 10Y | +33.6% | -74.2% | +107.8% | +41.5% |
| All | +2,765.0% | -42.2% | +2,807.2% | +2,141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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