+159.0%
PM vs ILMN
-43.7%
+202.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +0.6% |
| 7D | -6.6% | -9.8% | +3.2% | -6.4% |
| 30D | -3.4% | -22.7% | +19.3% | -3.0% |
| 3M | +5.3% | +12.1% | -6.7% | +4.9% |
| 6M | +15.5% | +51.5% | -35.9% | +14.0% |
| YTD | +24.3% | +63.9% | -39.6% | +22.2% |
| 1Y | +29.7% | +76.6% | -46.9% | +27.2% |
| 3Y | +144.9% | +124.6% | +20.3% | +133.2% |
| 5Y | +159.0% | -42.7% | +201.7% | +160.5% |
| All | +159.0% | -43.7% | +202.7% | +160.5% |
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