+260.9%
PM vs ILMN
+59.3%
+201.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -7.1% | -6.0% | -1.1% | -6.6% |
| 30D | -2.8% | -23.0% | +20.2% | -1.1% |
| 3M | +6.3% | +10.4% | -4.1% | +4.8% |
| 6M | +9.6% | +49.4% | -39.8% | +5.0% |
| YTD | +25.6% | +62.3% | -36.7% | +18.9% |
| 1Y | +29.7% | +73.7% | -44.0% | +21.9% |
| 3Y | +147.6% | +122.5% | +25.0% | +119.8% |
| 5Y | +160.1% | -43.2% | +203.3% | +172.9% |
| 10Y | +260.9% | +59.0% | +202.0% | +234.0% |
| All | +260.9% | +59.3% | +201.6% | +234.0% |
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