+159.5%
PGR vs ILMN
-55.2%
+214.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.4% |
| 7D | -3.4% | -9.2% | +5.8% | -3.2% |
| 30D | +1.8% | +4.4% | -2.6% | +1.7% |
| 3M | +5.9% | +23.9% | -18.0% | +5.3% |
| 6M | +4.6% | +64.5% | -59.9% | +3.0% |
| YTD | +1.1% | +53.5% | -52.4% | -0.2% |
| 1Y | -6.6% | +110.8% | -117.3% | -8.7% |
| 3Y | +74.2% | +30.7% | +43.6% | +73.3% |
| 5Y | +159.5% | -54.8% | +214.3% | +175.1% |
| All | +159.5% | -55.2% | +214.7% | +175.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling