+1,441.5%
PBR vs ILMN
+928.0%
+513.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.8% |
| 7D | -16.0% | -9.7% | -6.3% | -14.7% |
| 30D | -22.8% | -20.4% | -2.4% | -20.5% |
| 3M | +3.0% | +10.0% | -7.0% | +0.8% |
| 6M | -8.1% | +49.5% | -57.6% | -14.4% |
| YTD | +63.1% | +62.5% | +0.7% | +49.0% |
| 1Y | +59.3% | +76.0% | -16.7% | +43.6% |
| 3Y | +66.1% | +94.2% | -28.0% | +43.0% |
| 5Y | +495.8% | -46.3% | +542.1% | +503.3% |
| 10Y | +514.7% | +62.7% | +451.9% | +420.4% |
| All | +1,441.5% | +928.0% | +513.5% | +722.4% |
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 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