-45.0%
PINS vs ILMN
+127.6%
-172.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -12.0% | +1.2% | -13.3% | -12.2% |
| 30D | -12.7% | +9.2% | -21.9% | -13.7% |
| 3M | -5.5% | +29.8% | -35.4% | -8.6% |
| 6M | +5.3% | +69.2% | -63.9% | -0.9% |
| YTD | -21.2% | +66.4% | -87.6% | -25.5% |
| 1Y | -45.0% | +123.4% | -168.4% | -49.9% |
| All | -45.0% | +127.6% | -172.7% | -49.9% |
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