+112.7%
PG vs ILMN
+25.5%
+87.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.4% |
| 7D | -2.7% | -9.2% | +6.5% | -1.9% |
| 30D | -1.5% | +4.4% | -5.9% | -2.0% |
| 3M | -3.4% | +23.9% | -27.2% | -5.2% |
| 6M | -7.0% | +64.5% | -71.5% | -11.1% |
| YTD | +2.0% | +53.5% | -51.5% | -2.1% |
| 1Y | -6.5% | +110.8% | -117.2% | -13.1% |
| 3Y | +1.2% | +30.7% | -29.5% | -3.1% |
| 5Y | +12.8% | -54.8% | +67.6% | +18.6% |
| All | +112.7% | +25.5% | +87.2% | +97.0% |
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