+229.6%
PM vs ILMN
+60.6%
+169.0%
-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 | +5.2% | +10.0% | -4.8% | +3.8% |
| 6M | +17.0% | +49.5% | -32.5% | +12.1% |
| YTD | +25.5% | +62.5% | -37.0% | +18.8% |
| 1Y | +35.5% | +76.0% | -40.5% | +27.3% |
| 3Y | +143.9% | +94.2% | +49.7% | +120.7% |
| 5Y | +161.8% | -46.3% | +208.2% | +177.5% |
| All | +229.6% | +60.6% | +169.0% | +204.9% |
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 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