+214.4%
PDD vs ILMN
-32.6%
+247.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.2% | +10.4% | +5.1% |
| 7D | +5.9% | -28.3% | +34.2% | +17.8% |
| 30D | +7.1% | -24.0% | +31.0% | +16.2% |
| 3M | -7.7% | +4.1% | -11.8% | -12.3% |
| 6M | -13.2% | +49.6% | -62.8% | -29.4% |
| YTD | -26.0% | +58.6% | -84.5% | -42.2% |
| 1Y | -38.4% | +69.9% | -108.3% | -53.4% |
| 3Y | -21.1% | +82.9% | -104.0% | -48.8% |
| 5Y | +0.3% | -47.6% | +47.9% | +24.0% |
| All | +214.4% | -32.6% | +247.0% | +234.2% |
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