+1,668.3%
PLTR vs ILMN
-30.3%
+1,698.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.6% |
| 7D | +4.7% | -2.9% | +7.6% | +6.1% |
| 30D | -16.4% | -23.8% | +7.4% | -6.7% |
| 3M | -6.2% | +7.5% | -13.6% | -11.0% |
| 6M | +29.2% | +42.8% | -13.6% | +7.1% |
| YTD | -5.5% | +57.8% | -63.3% | -26.5% |
| 1Y | -2.4% | +72.6% | -75.0% | -27.2% |
| 3Y | +752.3% | +129.3% | +623.0% | +377.3% |
| 5Y | +635.8% | -44.5% | +680.3% | +830.5% |
| All | +1,668.3% | -30.3% | +1,698.6% | +2,337.4% |
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