+852.8%
PM vs ILMN
+551.9%
+300.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.2% | +3.6% | -3.8% |
| 7D | -3.4% | -28.3% | +24.9% | -0.5% |
| 30D | +5.8% | -24.0% | +29.8% | +8.3% |
| 3M | +6.7% | +4.1% | +2.6% | +5.5% |
| 6M | +19.9% | +49.6% | -29.7% | +14.0% |
| YTD | +27.8% | +58.6% | -30.8% | +20.2% |
| 1Y | +39.4% | +69.9% | -30.5% | +30.2% |
| 3Y | +146.9% | +82.9% | +64.0% | +122.6% |
| 5Y | +166.6% | -47.6% | +214.2% | +173.4% |
| 10Y | +242.1% | +58.8% | +183.2% | +197.1% |
| All | +852.8% | +551.9% | +300.9% | +500.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling