+1,735.1%
PLTR vs ILMN
-26.5%
+1,761.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -3.8% |
| 7D | -6.4% | +1.2% | -7.6% | -6.9% |
| 30D | +10.0% | +9.2% | +0.9% | +5.4% |
| 3M | +23.0% | +29.8% | -6.8% | +8.6% |
| 6M | +13.8% | +69.2% | -55.4% | -11.3% |
| YTD | -1.9% | +66.4% | -68.3% | -24.1% |
| 1Y | +11.6% | +123.4% | -111.8% | -27.0% |
| 3Y | +1,048.4% | +33.2% | +1,015.3% | +813.5% |
| 5Y | +554.4% | -52.0% | +606.4% | +793.7% |
| All | +1,735.1% | -26.5% | +1,761.5% | +2,416.9% |
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