+5,380.6%
PCAR vs ILMN
+1,401.8%
+3,978.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 3M | +5.9% | +29.8% | -24.0% | +1.6% |
| 6M | +0.4% | +69.2% | -68.8% | -7.6% |
| YTD | +14.8% | +66.4% | -51.6% | +5.7% |
| 1Y | +30.1% | +123.4% | -93.3% | +13.9% |
| 3Y | +66.7% | +33.2% | +33.5% | +54.3% |
| 5Y | +166.1% | -52.0% | +218.1% | +177.0% |
| 10Y | +353.7% | +33.6% | +320.1% | +293.5% |
| All | +5,380.6% | +1,401.8% | +3,978.8% | +2,629.1% |
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