+268.2%
PM vs ILMN
+56.2%
+212.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.3% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | -1.3% | -22.7% | +21.4% | +0.4% |
| 3M | +6.5% | +8.6% | -2.1% | +5.1% |
| 6M | +7.0% | +43.8% | -36.8% | +2.8% |
| YTD | +25.8% | +59.8% | -34.0% | +19.2% |
| 1Y | +30.9% | +71.8% | -40.9% | +23.2% |
| 3Y | +148.0% | +119.0% | +29.0% | +120.4% |
| 5Y | +161.2% | -43.8% | +205.0% | +174.2% |
| All | +268.2% | +56.2% | +212.0% | +243.2% |
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