+14.4%
PH vs ILMN
+72.2%
-57.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +4.3% | -2.9% | +7.2% | +4.6% |
| 30D | +0.1% | -23.8% | +24.0% | +2.4% |
| 3M | -9.4% | +7.5% | -16.8% | -8.3% |
| 6M | +8.8% | +42.8% | -34.0% | +7.8% |
| YTD | +9.6% | +57.8% | -48.2% | +6.1% |
| 1Y | +14.4% | +72.6% | -58.2% | +8.4% |
| All | +14.4% | +72.2% | -57.8% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling