+204.5%
PH vs ILMN
-44.2%
+248.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | +7.4% | +0.7% | +6.6% | +7.2% |
| 30D | +0.5% | -22.7% | +23.2% | +5.0% |
| 3M | -10.2% | +8.6% | -18.9% | -12.6% |
| 6M | +8.9% | +43.8% | -34.9% | -0.2% |
| YTD | +9.7% | +59.8% | -50.1% | -2.5% |
| 1Y | +12.8% | +71.8% | -59.0% | -1.3% |
| 3Y | +134.6% | +119.0% | +15.6% | +86.5% |
| 5Y | +204.5% | -43.8% | +248.4% | +205.2% |
| All | +204.5% | -44.2% | +248.8% | +205.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling