+119.6%
PM vs ILMN
+33.7%
+85.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -2.0% |
| 7D | -4.9% | +1.2% | -6.1% | -4.8% |
| 30D | -3.4% | +9.2% | -12.6% | -3.1% |
| 3M | +5.2% | +29.8% | -24.7% | +5.9% |
| 6M | +3.7% | +69.2% | -65.5% | +5.1% |
| YTD | +15.8% | +66.4% | -50.6% | +17.3% |
| 1Y | +17.4% | +123.4% | -106.0% | +19.4% |
| All | +119.6% | +33.7% | +85.9% | +127.2% |
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 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