+4.0%
PEP vs ILMN
-43.8%
+47.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.3% |
| 7D | +1.1% | -6.0% | +7.1% | +1.3% |
| 30D | +13.6% | -23.0% | +36.7% | +14.8% |
| 3M | +5.1% | +10.4% | -5.3% | +3.7% |
| 6M | -1.6% | +49.4% | -51.0% | -4.9% |
| YTD | +3.3% | +62.3% | -59.0% | -1.0% |
| 1Y | +3.2% | +73.7% | -70.4% | -1.7% |
| 3Y | -3.9% | +122.5% | -126.4% | -11.6% |
| 5Y | +4.0% | -43.2% | +47.2% | +3.9% |
| All | +4.0% | -43.8% | +47.8% | +3.9% |
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