+15.2%
PLD vs ILMN
-51.8%
+67.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.4% |
| 7D | -2.4% | +1.2% | -3.6% | -2.7% |
| 30D | -2.4% | +9.2% | -11.6% | -4.5% |
| 3M | -3.8% | +29.8% | -33.6% | -9.7% |
| 6M | 0.0% | +69.2% | -69.2% | -12.0% |
| YTD | +9.2% | +66.4% | -57.1% | -4.2% |
| 1Y | +25.9% | +123.4% | -97.5% | +1.4% |
| 3Y | +21.3% | +33.2% | -11.9% | +7.3% |
| All | +15.2% | -51.8% | +67.1% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling