-63.4%
PINS vs ILMN
-51.8%
-11.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.6% |
| 7D | -12.0% | +1.2% | -13.3% | -12.4% |
| 30D | -12.7% | +9.2% | -21.9% | -15.6% |
| 3M | -5.5% | +29.8% | -35.4% | -14.3% |
| 6M | +5.3% | +69.2% | -63.9% | -13.3% |
| YTD | -21.2% | +66.4% | -87.6% | -35.4% |
| 1Y | -45.0% | +123.4% | -168.4% | -60.7% |
| 3Y | -26.2% | +33.2% | -59.4% | -38.0% |
| All | -63.4% | -51.8% | -11.6% | -52.7% |
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