-21.5%
PFE vs ILMN
-46.1%
+24.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.9% |
| 7D | -3.7% | -9.7% | +6.0% | -2.7% |
| 30D | +5.0% | -20.4% | +25.4% | +7.2% |
| 3M | +12.2% | +10.0% | +2.2% | +9.5% |
| 6M | +14.6% | +49.5% | -34.9% | +7.0% |
| YTD | +24.1% | +62.5% | -38.4% | +14.1% |
| 1Y | +26.6% | +76.0% | -49.4% | +15.1% |
| 3Y | +14.3% | +94.2% | -79.9% | +0.1% |
| All | -21.5% | -46.1% | +24.7% | -28.5% |
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