+695.9%
PH vs ILMN
+54.3%
+641.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +4.3% | -2.9% | +7.2% | +5.1% |
| 30D | +0.1% | -23.8% | +24.0% | +6.3% |
| 3M | -9.4% | +7.5% | -16.8% | -12.2% |
| 6M | +8.8% | +42.8% | -34.0% | -2.6% |
| YTD | +9.6% | +57.8% | -48.2% | -5.3% |
| 1Y | +14.4% | +72.6% | -58.2% | -3.5% |
| 3Y | +134.5% | +129.3% | +5.2% | +74.0% |
| 5Y | +204.4% | -44.5% | +248.9% | +220.6% |
| All | +695.9% | +54.3% | +641.6% | +535.9% |
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