+575.8%
PBR vs ILMN
+54.3%
+521.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -1.0% | -2.9% | +1.8% | -0.5% |
| 30D | -29.3% | -23.8% | -5.5% | -26.2% |
| 3M | +5.5% | +7.5% | -1.9% | +3.0% |
| 6M | -2.9% | +42.8% | -45.7% | -10.5% |
| YTD | +61.5% | +57.8% | +3.6% | +44.5% |
| 1Y | +46.9% | +72.6% | -25.8% | +28.9% |
| 3Y | +66.4% | +129.3% | -62.9% | +30.0% |
| 5Y | +460.3% | -44.5% | +504.8% | +507.9% |
| All | +575.8% | +54.3% | +521.5% | +416.9% |
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