+765.0%
PLTR vs ILMN
+88.1%
+677.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.9% |
| 7D | -12.9% | -9.7% | -3.2% | -10.7% |
| 30D | -17.4% | -20.4% | +3.0% | -13.0% |
| 3M | +2.9% | +10.0% | -7.2% | +0.1% |
| 6M | +19.9% | +49.5% | -29.6% | +8.6% |
| YTD | -9.8% | +62.5% | -72.3% | -20.4% |
| 1Y | -8.4% | +76.0% | -84.4% | -20.6% |
| 3Y | +765.0% | +94.2% | +670.9% | +603.4% |
| All | +765.0% | +88.1% | +677.0% | +603.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling