-22.3%
PINS vs ILMN
-31.3%
+9.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.4% |
| 7D | -6.9% | -9.8% | +2.9% | -3.4% |
| 30D | -11.4% | -22.7% | +11.3% | -3.8% |
| 3M | -22.2% | +12.1% | -34.3% | -28.1% |
| 6M | -10.9% | +51.5% | -62.4% | -27.6% |
| YTD | -26.8% | +63.9% | -90.7% | -43.4% |
| 1Y | -29.8% | +76.6% | -106.4% | -47.5% |
| 3Y | -39.0% | +124.6% | -163.6% | -63.6% |
| 5Y | -58.7% | -42.7% | -16.0% | -51.7% |
| All | -22.3% | -31.3% | +9.0% | -36.2% |
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 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