+267.4%
PLD vs ILMN
+64.4%
+203.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +0.2% |
| 7D | +0.8% | -9.8% | +10.6% | +3.0% |
| 30D | +0.5% | -22.7% | +23.2% | +5.5% |
| 3M | -5.5% | +12.1% | -17.6% | -9.6% |
| 6M | -8.3% | +51.5% | -59.8% | -18.8% |
| YTD | +4.3% | +63.9% | -59.6% | -10.2% |
| 1Y | +7.4% | +76.6% | -69.1% | -9.3% |
| 3Y | +37.1% | +124.6% | -87.5% | +3.8% |
| 5Y | +1.3% | -42.7% | +44.0% | +3.9% |
| 10Y | +267.4% | +59.7% | +207.7% | +234.9% |
| All | +267.4% | +64.4% | +203.0% | +234.9% |
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