+889.8%
PG vs ILMN
+1,401.8%
-512.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | -0.3% |
| 7D | +1.9% | +1.2% | +0.6% | +1.8% |
| 30D | -0.2% | +9.2% | -9.4% | -0.7% |
| 3M | +4.8% | +29.8% | -25.0% | +3.4% |
| 6M | -6.1% | +69.2% | -75.3% | -8.6% |
| YTD | +4.5% | +66.4% | -61.9% | +1.7% |
| 1Y | -5.3% | +123.4% | -128.7% | -9.3% |
| 3Y | +2.6% | +33.2% | -30.6% | -0.2% |
| 5Y | +15.6% | -52.0% | +67.6% | +16.8% |
| 10Y | +118.0% | +33.6% | +84.4% | +108.5% |
| All | +889.8% | +1,401.8% | -512.0% | +717.6% |
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