-16.4%
PINS vs ILMN
-30.3%
+13.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.5% |
| 7D | -12.0% | +1.2% | -13.3% | -12.5% |
| 30D | -12.7% | +9.2% | -21.9% | -16.1% |
| 3M | -5.5% | +29.8% | -35.4% | -15.8% |
| 6M | +5.3% | +69.2% | -63.9% | -16.3% |
| YTD | -21.2% | +66.4% | -87.6% | -37.7% |
| 1Y | -45.0% | +123.4% | -168.4% | -62.9% |
| 3Y | -26.2% | +33.2% | -59.4% | -40.8% |
| 5Y | -64.0% | -52.0% | -12.0% | -52.3% |
| All | -16.4% | -30.3% | +13.9% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling