+1,573.8%
PBR vs ILMN
+952.6%
+621.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | +8.6% | +1.2% | +7.4% | +8.3% |
| 30D | +12.8% | +9.2% | +3.6% | +11.2% |
| 3M | +14.7% | +29.8% | -15.2% | +9.9% |
| 6M | +25.2% | +69.2% | -44.0% | +14.7% |
| YTD | +77.1% | +66.4% | +10.8% | +62.2% |
| 1Y | +69.6% | +123.4% | -53.8% | +47.2% |
| 3Y | +95.6% | +33.2% | +62.4% | +79.2% |
| 5Y | +501.8% | -52.0% | +553.7% | +524.0% |
| 10Y | +640.6% | +33.6% | +607.0% | +545.1% |
| All | +1,573.8% | +952.6% | +621.2% | +795.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling