+747.9%
PH vs ILMN
+60.6%
+687.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.3% |
| 7D | +2.0% | -9.7% | +11.7% | +4.4% |
| 30D | -3.7% | -20.4% | +16.7% | +1.1% |
| 3M | -14.0% | +10.0% | -24.1% | -17.2% |
| 6M | +2.1% | +49.5% | -47.4% | -9.6% |
| YTD | +5.1% | +62.5% | -57.4% | -9.8% |
| 1Y | +10.9% | +76.0% | -65.0% | -6.8% |
| 3Y | +132.9% | +94.2% | +38.8% | +80.8% |
| 5Y | +200.1% | -46.3% | +246.4% | +220.0% |
| All | +747.9% | +60.6% | +687.4% | +589.1% |
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 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