+33.3%
PLD vs ILMN
+88.1%
-54.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.6% |
| 7D | -0.8% | -9.7% | +8.9% | +0.6% |
| 30D | -0.3% | -20.4% | +20.1% | +2.5% |
| 3M | -8.0% | +10.0% | -18.0% | -10.9% |
| 6M | -9.8% | +49.5% | -59.3% | -17.5% |
| YTD | +1.8% | +62.5% | -60.7% | -9.1% |
| 1Y | +5.6% | +76.0% | -70.4% | -7.2% |
| 3Y | +33.3% | +94.2% | -60.9% | +8.0% |
| All | +33.3% | +88.1% | -54.8% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling