+143.2%
PM vs ILMN
+103.6%
+39.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -2.3% |
| 7D | -7.3% | -2.6% | -4.7% | -7.3% |
| 30D | -4.0% | -20.6% | +16.6% | -4.7% |
| 3M | +2.7% | +17.5% | -14.7% | +3.7% |
| 6M | +14.9% | +55.6% | -40.8% | +17.2% |
| YTD | +23.5% | +68.3% | -44.8% | +26.5% |
| 1Y | +30.4% | +81.1% | -50.8% | +33.7% |
| 3Y | +143.2% | +112.2% | +31.1% | +149.4% |
| All | +143.2% | +103.6% | +39.6% | +149.4% |
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 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