+69.6%
PBR vs ILMN
+127.6%
-58.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -2.0% |
| 7D | +8.6% | +1.2% | +7.4% | +8.7% |
| 30D | +12.8% | +9.2% | +3.6% | +13.3% |
| 3M | +14.7% | +29.8% | -15.2% | +17.1% |
| 6M | +25.2% | +69.2% | -44.0% | +30.7% |
| YTD | +77.1% | +66.4% | +10.8% | +84.5% |
| 1Y | +69.6% | +123.4% | -53.8% | +78.4% |
| All | +69.6% | +127.6% | -58.1% | +78.4% |
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