-43.2%
ILMN vs PTC
+62.1%
-105.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -6.0% | +0.5% | -6.5% | -6.2% |
| 30D | -23.0% | +0.9% | -23.9% | -23.3% |
| 3M | +10.4% | +30.4% | -20.0% | -3.8% |
| 6M | +49.4% | +34.4% | +15.0% | +26.3% |
| YTD | +62.3% | +12.6% | +49.8% | +50.5% |
| 1Y | +73.7% | +10.2% | +63.5% | +62.9% |
| 3Y | +122.5% | +29.4% | +93.1% | +77.1% |
| 5Y | -43.2% | +63.7% | -106.9% | -62.0% |
| All | -43.2% | +62.1% | -105.3% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling