+232.4%
PM vs ILMN
+60.6%
+171.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.0% |
| 7D | -5.2% | -9.7% | +4.5% | -4.5% |
| 30D | +2.7% | -20.4% | +23.1% | +4.2% |
| 3M | +6.1% | +10.0% | -3.9% | +4.7% |
| 6M | +18.0% | +49.5% | -31.5% | +13.1% |
| YTD | +26.6% | +62.5% | -35.9% | +19.9% |
| 1Y | +36.7% | +76.0% | -39.3% | +28.4% |
| 3Y | +146.0% | +94.2% | +51.8% | +122.6% |
| 5Y | +164.1% | -46.3% | +210.4% | +179.9% |
| All | +232.4% | +60.6% | +171.8% | +207.6% |
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