+1,028.0%
ILMN vs PTC
+696.2%
+331.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -9.8% | +1.3% | -11.1% | -10.2% |
| 30D | -22.7% | +1.1% | -23.8% | -23.0% |
| 3M | +12.1% | +30.1% | -18.1% | +0.4% |
| 6M | +51.5% | +34.0% | +17.4% | +32.5% |
| YTD | +63.9% | +12.8% | +51.0% | +51.6% |
| 1Y | +76.6% | +10.7% | +65.8% | +64.3% |
| 3Y | +124.6% | +29.6% | +94.9% | +95.1% |
| 5Y | -42.7% | +63.5% | -106.3% | -54.1% |
| 10Y | +59.7% | +316.7% | -257.0% | -11.1% |
| All | +1,028.0% | +696.2% | +331.8% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling