+95.1%
PFE vs ILMN
+1,331.5%
-1,236.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.2% | +5.2% | -2.2% |
| 7D | -0.2% | -28.3% | +28.1% | +2.5% |
| 30D | +8.7% | -24.0% | +32.6% | +11.0% |
| 3M | +15.8% | +4.1% | +11.7% | +14.6% |
| 6M | +16.8% | +49.6% | -32.7% | +11.6% |
| YTD | +26.2% | +58.6% | -32.4% | +19.6% |
| 1Y | +29.9% | +69.9% | -40.0% | +22.3% |
| 3Y | +15.9% | +82.9% | -67.0% | +6.8% |
| 5Y | -20.6% | -47.6% | +27.0% | -20.0% |
| 10Y | +65.4% | +58.8% | +6.5% | +50.0% |
| All | +95.1% | +1,331.5% | -1,236.4% | +41.4% |
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