+533.4%
PEP vs ILMN
+1,331.5%
-798.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.2% | +8.4% | +0.7% |
| 7D | +6.7% | -28.3% | +35.0% | +8.5% |
| 30D | +13.5% | -24.0% | +37.5% | +15.0% |
| 3M | +3.9% | +4.1% | -0.1% | +3.2% |
| 6M | -6.0% | +49.6% | -55.6% | -8.7% |
| YTD | +2.5% | +58.6% | -56.1% | -1.1% |
| 1Y | +3.9% | +69.9% | -65.9% | -0.1% |
| 3Y | -4.7% | +82.9% | -87.5% | -9.8% |
| 5Y | +1.1% | -47.6% | +48.7% | +1.6% |
| 10Y | +83.8% | +58.8% | +25.0% | +72.3% |
| All | +533.4% | +1,331.5% | -798.1% | +409.4% |
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