+60.6%
PFE vs ILMN
+60.6%
0.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.0% |
| 7D | -3.7% | -9.7% | +6.0% | -2.4% |
| 30D | +5.0% | -20.4% | +25.4% | +7.9% |
| 3M | +12.2% | +10.0% | +2.2% | +9.0% |
| 6M | +14.6% | +49.5% | -34.9% | +5.5% |
| YTD | +24.1% | +62.5% | -38.4% | +12.1% |
| 1Y | +26.6% | +76.0% | -49.4% | +12.8% |
| 3Y | +14.3% | +94.2% | -79.9% | -2.8% |
| 5Y | -21.9% | -46.3% | +24.4% | -20.4% |
| All | +60.6% | +60.6% | 0.0% | +35.1% |
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