-81.1%
PATH vs ILMN
-46.3%
-34.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.2% | +4.5% | +0.3% |
| 7D | -5.6% | -28.3% | +22.7% | +9.1% |
| 30D | -0.7% | -24.0% | +23.3% | +11.0% |
| 3M | -5.9% | +4.1% | -9.9% | -12.2% |
| 6M | +21.6% | +49.6% | -28.0% | -7.8% |
| YTD | -20.6% | +58.6% | -79.2% | -42.4% |
| 1Y | -10.6% | +69.9% | -80.5% | -37.7% |
| 3Y | -24.9% | +82.9% | -107.8% | -54.9% |
| 5Y | -76.8% | -47.6% | -29.2% | -68.4% |
| All | -81.1% | -46.3% | -34.9% | -78.0% |
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