+49.6%
ILMN vs PTC
+41.0%
+8.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.3% | -7.9% | -8.1% |
| 7D | -28.3% | -0.1% | -28.2% | -28.3% |
| 30D | -24.0% | +0.8% | -24.8% | -24.0% |
| 3M | +4.1% | +39.6% | -35.5% | +0.4% |
| 6M | +49.6% | +41.5% | +8.1% | +41.6% |
| All | +49.6% | +41.0% | +8.6% | +41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling