+168.3%
PG vs ILMN
+54.3%
+114.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.1% |
| 7D | +2.7% | -2.9% | +5.5% | +2.9% |
| 30D | +9.2% | -23.8% | +33.0% | +11.1% |
| 3M | +18.5% | +7.5% | +11.0% | +16.9% |
| 6M | +21.1% | +42.8% | -21.7% | +16.3% |
| YTD | +21.9% | +57.8% | -35.9% | +15.7% |
| 1Y | +18.1% | +72.6% | -54.5% | +11.2% |
| 3Y | +20.6% | +129.3% | -108.8% | +8.0% |
| 5Y | +31.8% | -44.5% | +76.3% | +35.1% |
| All | +168.3% | +54.3% | +114.0% | +150.7% |
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