+1,280.2%
PANW vs ILMN
+25.5%
+1,254.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.5% |
| 7D | +2.0% | -9.2% | +11.2% | +4.7% |
| 30D | -11.8% | +4.4% | -16.2% | -13.2% |
| 3M | +28.6% | +23.9% | +4.7% | +20.4% |
| 6M | +104.4% | +64.5% | +39.9% | +76.2% |
| YTD | +83.8% | +53.5% | +30.3% | +60.3% |
| 1Y | +71.5% | +110.8% | -39.2% | +34.7% |
| 3Y | +172.2% | +30.7% | +141.5% | +135.3% |
| 5Y | +332.2% | -54.8% | +387.1% | +407.1% |
| All | +1,280.2% | +25.5% | +1,254.7% | +1,105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling