-18.8%
PATH vs ILMN
+99.9%
-118.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.9% | +7.8% | +4.5% |
| 7D | -4.8% | -21.6% | +16.8% | +2.0% |
| 30D | +2.7% | -22.9% | +25.5% | +10.2% |
| 3M | -4.2% | +11.6% | -15.8% | -10.7% |
| 6M | +24.7% | +62.5% | -37.8% | -0.1% |
| YTD | -17.6% | +72.7% | -90.3% | -35.9% |
| 1Y | -5.3% | +93.9% | -99.2% | -29.7% |
| All | -18.8% | +99.9% | -118.6% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling