+117.4%
PM vs ILMN
-51.8%
+169.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -4.9% | +1.2% | -6.1% | -4.9% |
| 30D | -3.4% | +9.2% | -12.6% | -3.6% |
| 3M | +5.2% | +29.8% | -24.7% | +4.4% |
| 6M | +3.7% | +69.2% | -65.5% | +2.1% |
| YTD | +15.8% | +66.4% | -50.6% | +13.9% |
| 1Y | +17.4% | +123.4% | -106.0% | +13.9% |
| 3Y | +116.9% | +33.2% | +83.8% | +116.2% |
| All | +117.4% | -51.8% | +169.2% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling