+234.7%
PM vs ILMN
+61.7%
+173.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -2.7% |
| 7D | -7.3% | -2.6% | -4.7% | -7.1% |
| 30D | -4.0% | -20.6% | +16.6% | -2.5% |
| 3M | +2.7% | +17.5% | -14.7% | +0.8% |
| 6M | +14.9% | +55.6% | -40.8% | +9.7% |
| YTD | +23.5% | +68.3% | -44.8% | +16.7% |
| 1Y | +30.4% | +81.1% | -50.8% | +22.2% |
| 3Y | +143.2% | +112.2% | +31.1% | +118.0% |
| 5Y | +159.5% | -42.6% | +202.1% | +172.6% |
| 10Y | +234.7% | +70.5% | +164.2% | +212.4% |
| All | +234.7% | +61.7% | +173.0% | +212.4% |
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