+59.8%
ILMN vs PTC
+334.9%
-275.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.4% |
| 7D | -9.7% | -0.2% | -9.4% | -9.6% |
| 30D | -20.4% | +0.8% | -21.2% | -20.7% |
| 3M | +10.0% | +32.1% | -22.1% | -4.7% |
| 6M | +49.5% | +42.6% | +6.9% | +22.4% |
| YTD | +62.5% | +12.0% | +50.5% | +48.7% |
| 1Y | +76.0% | +12.2% | +63.8% | +60.8% |
| 3Y | +94.2% | +31.2% | +62.9% | +59.6% |
| 5Y | -46.3% | +54.9% | -101.2% | -59.6% |
| All | +59.8% | +334.9% | -275.1% | -26.5% |
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