+93.9%
ILMN vs PTC
+0.1%
+93.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.0% |
| 7D | -21.6% | +0.1% | -21.7% | -21.6% |
| 30D | -22.9% | +1.5% | -24.4% | -23.1% |
| 3M | +11.6% | +37.8% | -26.2% | +5.2% |
| 6M | +62.5% | +41.2% | +21.3% | +51.8% |
| YTD | +72.7% | +12.0% | +60.7% | +71.7% |
| 1Y | +93.9% | +1.6% | +92.2% | +97.0% |
| All | +93.9% | +0.1% | +93.8% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling