-59.1%
PINS vs ILMN
-43.3%
-15.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.6% |
| 7D | -6.2% | -2.6% | -3.6% | -5.6% |
| 30D | -10.9% | -20.6% | +9.7% | -5.2% |
| 3M | -19.5% | +17.5% | -37.0% | -25.8% |
| 6M | -10.4% | +55.6% | -66.0% | -25.6% |
| YTD | -26.4% | +68.3% | -94.7% | -41.3% |
| 1Y | -29.6% | +81.1% | -110.8% | -45.5% |
| 3Y | -39.0% | +112.2% | -151.2% | -60.1% |
| 5Y | -59.1% | -42.6% | -16.5% | -46.4% |
| All | -59.1% | -43.3% | -15.8% | -46.4% |
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