+66.7%
PANW vs ILMN
+115.7%
-49.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.7% |
| 7D | -0.8% | -5.4% | +4.6% | -0.1% |
| 30D | -14.6% | +7.0% | -21.6% | -15.4% |
| 3M | +18.3% | +24.2% | -5.9% | +14.7% |
| 6M | +100.5% | +69.9% | +30.6% | +86.9% |
| YTD | +79.5% | +57.4% | +22.1% | +68.4% |
| 1Y | +66.7% | +107.9% | -41.2% | +50.9% |
| All | +66.7% | +115.7% | -49.0% | +50.9% |
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