+668.5%
PBR vs ILMN
+25.5%
+643.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.5% |
| 7D | +4.2% | -9.2% | +13.4% | +6.0% |
| 30D | +22.7% | +4.4% | +18.4% | +21.5% |
| 3M | +21.5% | +23.9% | -2.4% | +16.2% |
| 6M | +24.0% | +64.5% | -40.5% | +11.7% |
| YTD | +88.2% | +53.5% | +34.8% | +70.9% |
| 1Y | +74.8% | +110.8% | -36.0% | +46.9% |
| 3Y | +105.1% | +30.7% | +74.5% | +84.6% |
| 5Y | +572.2% | -54.8% | +627.1% | +681.7% |
| All | +668.5% | +25.5% | +643.0% | +484.5% |
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