+4,492.8%
PCAR vs ILMN
+1,331.5%
+3,161.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.2% | +6.6% | -0.4% |
| 7D | +2.2% | -28.3% | +30.5% | +6.7% |
| 30D | -4.4% | -24.0% | +19.6% | -1.1% |
| 3M | -21.4% | +4.1% | -25.5% | -22.7% |
| 6M | -7.3% | +49.6% | -56.9% | -13.7% |
| YTD | -3.8% | +58.6% | -62.4% | -11.7% |
| 1Y | +6.3% | +69.9% | -63.6% | -3.4% |
| 3Y | +34.4% | +82.9% | -48.5% | +18.0% |
| 5Y | +109.2% | -47.6% | +156.8% | +113.1% |
| 10Y | +312.9% | +58.8% | +254.1% | +248.6% |
| All | +4,492.8% | +1,331.5% | +3,161.3% | +2,181.9% |
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 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