+35.0%
PCAR vs ILMN
+83.5%
-48.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.2% | +6.6% | -0.3% |
| 7D | +2.2% | -28.3% | +30.5% | +6.9% |
| 30D | -4.4% | -24.0% | +19.6% | -1.0% |
| 3M | -21.4% | +4.1% | -25.5% | -23.4% |
| 6M | -7.3% | +49.6% | -56.9% | -15.8% |
| YTD | -3.8% | +58.6% | -62.4% | -14.1% |
| 1Y | +6.3% | +69.9% | -63.6% | -6.5% |
| All | +35.0% | +83.5% | -48.5% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling