+49.6%
PFE vs ILMN
+61.7%
-12.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -1.1% |
| 7D | -4.7% | -2.6% | -2.1% | -4.4% |
| 30D | +3.4% | -20.6% | +24.0% | +6.3% |
| 3M | +9.2% | +17.5% | -8.2% | +5.1% |
| 6M | +15.8% | +55.6% | -39.8% | +5.9% |
| YTD | +23.4% | +68.3% | -44.9% | +10.8% |
| 1Y | +25.8% | +81.1% | -55.3% | +11.5% |
| 3Y | +17.8% | +112.2% | -94.3% | -1.4% |
| 5Y | -20.2% | -42.6% | +22.4% | -19.5% |
| 10Y | +49.6% | +70.5% | -20.9% | +20.2% |
| All | +49.6% | +61.7% | -12.1% | +20.2% |
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