+172.3%
PCAR vs ILMN
-51.8%
+224.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.4% |
| 7D | -0.5% | +1.2% | -1.7% | -0.7% |
| 30D | -6.2% | +9.2% | -15.4% | -7.7% |
| 3M | +5.9% | +29.8% | -24.0% | +1.2% |
| 6M | +0.4% | +69.2% | -68.8% | -8.4% |
| YTD | +14.8% | +66.4% | -51.6% | +4.7% |
| 1Y | +30.1% | +123.4% | -93.3% | +12.1% |
| 3Y | +66.7% | +33.2% | +33.5% | +50.6% |
| All | +172.3% | -51.8% | +224.1% | +187.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling