+3,663.5%
PANW vs ILMN
+424.9%
+3,238.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.8% |
| 7D | -10.3% | +1.2% | -11.5% | -10.7% |
| 30D | -8.1% | +9.2% | -17.3% | -10.7% |
| 3M | +19.3% | +29.8% | -10.5% | +10.2% |
| 6M | +110.2% | +69.2% | +41.0% | +79.2% |
| YTD | +80.9% | +66.4% | +14.5% | +53.8% |
| 1Y | +73.3% | +123.4% | -50.1% | +33.2% |
| 3Y | +174.6% | +33.2% | +141.4% | +135.4% |
| 5Y | +327.1% | -52.0% | +379.0% | +384.1% |
| 10Y | +1,277.3% | +33.6% | +1,243.7% | +975.9% |
| All | +3,663.5% | +424.9% | +3,238.7% | +2,690.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling