+1,714.7%
PLTR vs ILMN
-28.3%
+1,743.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | +0.4% | -6.0% | +6.4% | +3.3% |
| 30D | -17.5% | -23.0% | +5.5% | -8.4% |
| 3M | -1.5% | +10.4% | -11.9% | -7.6% |
| 6M | +25.9% | +49.4% | -23.5% | +2.3% |
| YTD | -3.0% | +62.3% | -65.4% | -25.5% |
| 1Y | -9.7% | +73.7% | -83.4% | -32.8% |
| 3Y | +776.5% | +122.5% | +653.9% | +401.6% |
| 5Y | +649.9% | -43.2% | +693.1% | +838.7% |
| All | +1,714.7% | -28.3% | +1,743.0% | +2,371.1% |
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