+1,382.4%
PBR vs ILMN
+927.1%
+455.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -9.1% | -6.0% | -3.1% | -8.3% |
| 30D | -29.9% | -23.0% | -6.9% | -27.5% |
| 3M | +2.3% | +10.4% | -8.1% | 0.0% |
| 6M | -10.9% | +49.4% | -60.3% | -17.0% |
| YTD | +56.9% | +62.3% | -5.4% | +43.3% |
| 1Y | +38.0% | +73.7% | -35.7% | +24.7% |
| 3Y | +64.8% | +122.5% | -57.7% | +39.0% |
| 5Y | +447.1% | -43.2% | +490.3% | +448.9% |
| 10Y | +545.8% | +59.0% | +486.8% | +448.7% |
| All | +1,382.4% | +927.1% | +455.4% | +690.8% |
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