-80.4%
PATH vs ILMN
-41.5%
-38.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.9% | +7.8% | +5.3% |
| 7D | -4.8% | -21.6% | +16.8% | +5.4% |
| 30D | +2.7% | -22.9% | +25.5% | +14.1% |
| 3M | -4.2% | +11.6% | -15.8% | -13.4% |
| 6M | +24.7% | +62.5% | -37.8% | -9.1% |
| YTD | -17.6% | +72.7% | -90.3% | -42.6% |
| 1Y | -5.3% | +93.9% | -99.2% | -38.2% |
| 3Y | -22.0% | +99.2% | -121.2% | -55.1% |
| 5Y | -76.5% | -44.8% | -31.7% | -68.4% |
| All | -80.4% | -41.5% | -38.9% | -78.1% |
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 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