+545.8%
PBR vs ILMN
+59.3%
+486.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | -9.1% | -6.0% | -3.1% | -8.1% |
| 30D | -29.9% | -23.0% | -6.9% | -26.9% |
| 3M | +2.3% | +10.4% | -8.1% | -0.6% |
| 6M | -10.9% | +49.4% | -60.3% | -18.6% |
| YTD | +56.9% | +62.3% | -5.4% | +39.7% |
| 1Y | +38.0% | +73.7% | -35.7% | +21.0% |
| 3Y | +64.8% | +122.5% | -57.7% | +29.8% |
| 5Y | +447.1% | -43.2% | +490.3% | +491.6% |
| 10Y | +545.8% | +59.0% | +486.8% | +393.6% |
| All | +545.8% | +59.3% | +486.5% | +393.6% |
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