+231.7%
PLD vs ILMN
+60.6%
+171.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.8% |
| 7D | -0.8% | -9.7% | +8.9% | +1.3% |
| 30D | -0.3% | -20.4% | +20.1% | +4.0% |
| 3M | -8.0% | +10.0% | -18.0% | -11.7% |
| 6M | -9.8% | +49.5% | -59.3% | -19.8% |
| YTD | +1.8% | +62.5% | -60.7% | -12.2% |
| 1Y | +5.6% | +76.0% | -70.4% | -10.8% |
| 3Y | +33.3% | +94.2% | -60.9% | +4.7% |
| 5Y | +0.3% | -46.3% | +46.6% | +4.4% |
| All | +231.7% | +60.6% | +171.1% | +203.3% |
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