+294.0%
PCAR vs ILMN
+60.6%
+233.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -2.8% |
| 7D | +0.1% | -9.7% | +9.8% | +1.6% |
| 30D | -4.6% | -20.4% | +15.8% | -1.5% |
| 3M | -22.6% | +10.0% | -32.6% | -25.0% |
| 6M | -12.0% | +49.5% | -61.4% | -19.7% |
| YTD | -6.1% | +62.5% | -68.6% | -16.2% |
| 1Y | +6.3% | +76.0% | -69.7% | -6.5% |
| 3Y | +31.8% | +94.2% | -62.4% | +9.9% |
| 5Y | +104.2% | -46.3% | +150.5% | +108.7% |
| All | +294.0% | +60.6% | +233.4% | +224.0% |
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