-0.3%
PG vs ILMN
+32.3%
-32.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.9% |
| 7D | -3.4% | -3.9% | +0.5% | -3.3% |
| 30D | -2.6% | +6.9% | -9.5% | -2.8% |
| 3M | -3.3% | +28.1% | -31.4% | -4.1% |
| 6M | -6.7% | +65.0% | -71.7% | -8.3% |
| YTD | +1.7% | +56.3% | -54.5% | 0.0% |
| 1Y | -7.9% | +108.7% | -116.6% | -10.6% |
| All | -0.3% | +32.3% | -32.6% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling