+4.4%
PEP vs ILMN
-44.7%
+49.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | +2.9% | -2.9% | +5.8% | +3.0% |
| 30D | +12.5% | -23.8% | +36.3% | +13.7% |
| 3M | +4.5% | +7.5% | -2.9% | +3.2% |
| 6M | -0.5% | +42.8% | -43.3% | -3.6% |
| YTD | +4.4% | +57.8% | -53.4% | +0.1% |
| 1Y | +4.4% | +72.6% | -68.3% | -0.6% |
| 3Y | -3.4% | +129.3% | -132.7% | -11.4% |
| All | +4.4% | -44.7% | +49.1% | +4.6% |
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