+80.1%
PEP vs ILMN
+60.6%
+19.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.4% | -1.2% |
| 7D | +2.9% | -9.7% | +12.6% | +3.7% |
| 30D | +14.2% | -20.4% | +34.6% | +16.0% |
| 3M | +3.2% | +10.0% | -6.8% | +1.2% |
| 6M | -7.4% | +49.5% | -56.9% | -12.2% |
| YTD | +1.5% | +62.5% | -61.0% | -5.1% |
| 1Y | +3.9% | +76.0% | -72.1% | -3.7% |
| 3Y | -5.5% | +94.2% | -99.7% | -15.5% |
| 5Y | +0.1% | -46.3% | +46.4% | +3.8% |
| All | +80.1% | +60.6% | +19.6% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling