+165.8%
PM vs ILMN
-46.1%
+212.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.8% |
| 7D | -5.2% | -9.7% | +4.5% | -5.0% |
| 30D | +2.7% | -20.4% | +23.1% | +3.1% |
| 3M | +5.2% | +10.0% | -4.8% | +4.8% |
| 6M | +17.0% | +49.5% | -32.5% | +15.5% |
| YTD | +25.5% | +62.5% | -37.0% | +23.5% |
| 1Y | +35.5% | +76.0% | -40.5% | +32.9% |
| 3Y | +143.9% | +94.2% | +49.7% | +135.2% |
| All | +165.8% | -46.1% | +212.0% | +164.4% |
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 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