+806.9%
PH vs ILMN
+33.5%
+773.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | -3.1% | +1.2% | -4.3% | -3.4% |
| 30D | -3.2% | +9.2% | -12.4% | -5.6% |
| 3M | +10.6% | +29.8% | -19.3% | +3.0% |
| 6M | -2.1% | +69.2% | -71.3% | -15.1% |
| YTD | +10.2% | +66.4% | -56.2% | -4.6% |
| 1Y | +28.2% | +123.4% | -95.2% | +1.4% |
| 3Y | +134.9% | +33.2% | +101.7% | +105.1% |
| 5Y | +253.6% | -52.0% | +305.6% | +292.1% |
| All | +806.9% | +33.5% | +773.3% | +622.1% |
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