+1,681.1%
PLTR vs ILMN
-25.6%
+1,706.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.6% | +1.9% | +4.0% |
| 7D | -5.1% | -2.6% | -2.6% | -4.0% |
| 30D | -19.1% | -20.6% | +1.6% | -11.3% |
| 3M | -1.6% | +17.5% | -19.1% | -10.2% |
| 6M | +22.8% | +55.6% | -32.8% | -2.0% |
| YTD | -4.8% | +68.3% | -73.1% | -28.0% |
| 1Y | -4.9% | +81.1% | -86.0% | -30.5% |
| 3Y | +826.1% | +112.2% | +714.0% | +445.9% |
| 5Y | +597.7% | -42.6% | +640.3% | +770.7% |
| All | +1,681.1% | -25.6% | +1,706.7% | +2,288.4% |
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