+40.0%
PATH vs ILMN
+127.6%
-87.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.1% | -16.3% |
| 7D | -16.3% | +1.2% | -17.5% | -16.5% |
| 30D | +9.9% | +9.2% | +0.7% | +7.8% |
| 3M | +30.2% | +29.8% | +0.3% | +22.0% |
| 6M | +37.2% | +69.2% | -32.0% | +20.0% |
| YTD | -7.3% | +66.4% | -73.7% | -18.3% |
| 1Y | +40.0% | +123.4% | -83.4% | +19.9% |
| All | +40.0% | +127.6% | -87.6% | +19.9% |
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