+1,353.8%
PLD vs ILMN
+1,459.1%
-105.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.9% | +6.7% | +2.5% |
| 7D | +4.9% | -21.6% | +26.5% | +8.4% |
| 30D | +2.6% | -22.9% | +25.4% | +6.1% |
| 3M | -4.8% | +11.6% | -16.4% | -7.3% |
| 6M | -3.9% | +62.5% | -66.4% | -11.9% |
| YTD | +5.3% | +72.7% | -67.4% | -5.0% |
| 1Y | +9.3% | +93.9% | -84.6% | -3.2% |
| 3Y | +35.8% | +99.2% | -63.4% | +16.9% |
| 5Y | +2.9% | -44.8% | +47.7% | +4.8% |
| 10Y | +253.4% | +73.0% | +180.5% | +199.7% |
| All | +1,353.8% | +1,459.1% | -105.3% | +784.8% |
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