+148.4%
PM vs ILMN
+83.5%
+64.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.2% | +3.6% | -4.9% |
| 7D | -3.4% | -28.3% | +24.9% | -4.4% |
| 30D | +5.8% | -24.0% | +29.8% | +4.9% |
| 3M | +6.7% | +4.1% | +2.6% | +7.2% |
| 6M | +19.9% | +49.6% | -29.7% | +22.1% |
| YTD | +27.8% | +58.6% | -30.8% | +30.5% |
| 1Y | +39.4% | +69.9% | -30.5% | +42.6% |
| All | +148.4% | +83.5% | +64.9% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling