+273.2%
PANW vs ILMN
-44.7%
+317.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +2.7% | -2.9% | +5.5% | +3.4% |
| 30D | -14.1% | -23.8% | +9.7% | -8.9% |
| 3M | -18.6% | +7.5% | -26.1% | -20.8% |
| 6M | +41.5% | +42.8% | -1.3% | +28.4% |
| YTD | +74.9% | +57.8% | +17.1% | +53.9% |
| 1Y | +57.4% | +72.6% | -15.2% | +35.3% |
| 3Y | +152.1% | +129.3% | +22.8% | +89.3% |
| All | +273.2% | -44.7% | +317.9% | +343.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling