-18.9%
PINS vs ILMN
-33.5%
+14.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -8.2% | +1.4% | -3.6% |
| 7D | -0.7% | -28.3% | +27.6% | +11.5% |
| 30D | -1.2% | -24.0% | +22.8% | +8.1% |
| 3M | -15.3% | +4.1% | -19.4% | -19.3% |
| 6M | -11.2% | +49.6% | -60.7% | -27.6% |
| YTD | -23.6% | +58.6% | -82.1% | -40.1% |
| 1Y | -23.1% | +69.9% | -93.0% | -41.6% |
| 3Y | -36.0% | +82.9% | -118.9% | -57.8% |
| 5Y | -57.2% | -47.6% | -9.6% | -47.7% |
| All | -18.9% | -33.5% | +14.7% | -32.5% |
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