+62.2%
PANW vs ILMN
+92.1%
-29.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.2% |
| 7D | -11.8% | -21.6% | +9.8% | -8.4% |
| 30D | -14.4% | -22.9% | +8.4% | -11.3% |
| 3M | -5.0% | +11.6% | -16.6% | -6.5% |
| 6M | +88.6% | +62.5% | +26.0% | +75.1% |
| YTD | +88.9% | +72.7% | +16.2% | +72.9% |
| 1Y | +62.2% | +93.9% | -31.6% | +42.5% |
| All | +62.2% | +92.1% | -29.9% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 1y: compounded portfolio wealth divided by compounded ILMN 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…
1y analysis · Full analysis span regression · 6 months rolling