+737.3%
PH vs ILMN
+61.7%
+675.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +3.4% |
| 7D | +3.0% | -2.6% | +5.6% | +3.6% |
| 30D | -0.6% | -20.6% | +20.0% | +4.5% |
| 3M | -10.7% | +17.5% | -28.2% | -15.4% |
| 6M | +9.1% | +55.6% | -46.5% | -4.4% |
| YTD | +9.5% | +68.3% | -58.8% | -6.9% |
| 1Y | +14.0% | +81.1% | -67.1% | -4.9% |
| 3Y | +138.9% | +112.2% | +26.7% | +81.0% |
| 5Y | +209.1% | -42.6% | +251.7% | +223.9% |
| 10Y | +737.3% | +70.5% | +666.8% | +557.5% |
| All | +737.3% | +61.7% | +675.6% | +557.5% |
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