-22.3%
PINS vs ILMN
-31.9%
+9.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.5% | -6.7% | -5.1% |
| 7D | -2.1% | -9.7% | +7.6% | +1.4% |
| 30D | -6.6% | -20.4% | +13.8% | +0.3% |
| 3M | -18.7% | +10.0% | -28.8% | -24.3% |
| 6M | -10.4% | +49.5% | -59.9% | -26.9% |
| YTD | -26.8% | +62.5% | -89.3% | -43.1% |
| 1Y | -27.9% | +76.0% | -103.8% | -45.9% |
| 3Y | -38.7% | +94.2% | -132.8% | -60.6% |
| 5Y | -59.0% | -46.3% | -12.7% | -50.4% |
| All | -22.3% | -31.9% | +9.6% | -36.0% |
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