+35.8%
PFE vs ILMN
+33.5%
+2.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.3% | -1.0% |
| 7D | +1.8% | +1.2% | +0.5% | +1.5% |
| 30D | +10.2% | +9.2% | +1.0% | +8.6% |
| 3M | +12.7% | +29.8% | -17.2% | +7.7% |
| 6M | +10.5% | +69.2% | -58.7% | +0.9% |
| YTD | +20.2% | +66.4% | -46.2% | +9.6% |
| 1Y | +24.1% | +123.4% | -99.3% | +7.2% |
| 3Y | -3.6% | +33.2% | -36.7% | -11.9% |
| 5Y | -20.9% | -52.0% | +31.1% | -16.8% |
| All | +35.8% | +33.5% | +2.3% | +11.7% |
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