+5,597.7%
PH vs ILMN
+1,331.5%
+4,266.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.2% | +6.2% | -0.8% |
| 7D | -3.9% | -28.3% | +24.4% | +0.6% |
| 30D | -9.4% | -24.0% | +14.6% | -6.0% |
| 3M | -10.3% | +4.1% | -14.4% | -11.6% |
| 6M | +2.7% | +49.6% | -46.9% | -4.4% |
| YTD | +2.1% | +58.6% | -56.4% | -6.2% |
| 1Y | +16.2% | +69.9% | -53.7% | +5.5% |
| 3Y | +129.3% | +82.9% | +46.4% | +101.1% |
| 5Y | +191.7% | -47.6% | +239.4% | +199.0% |
| 10Y | +759.2% | +58.8% | +700.4% | +646.3% |
| All | +5,597.7% | +1,331.5% | +4,266.3% | +2,816.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling