+32.3%
ILMN vs PTC
+223.7%
-191.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.5% | +1.2% |
| 7D | +1.2% | -10.3% | +11.5% | +6.2% |
| 30D | +9.2% | +1.1% | +8.0% | +8.2% |
| 3M | +29.8% | +1.6% | +28.2% | +26.9% |
| 6M | +69.2% | -13.5% | +82.7% | +77.4% |
| YTD | +66.4% | -19.1% | +85.4% | +79.3% |
| 1Y | +123.4% | -33.9% | +157.3% | +165.3% |
| 3Y | +33.2% | -3.9% | +37.1% | +27.9% |
| 5Y | -52.0% | +6.0% | -58.0% | -56.7% |
| All | +32.3% | +223.7% | -191.4% | -33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling