+67.9%
PPL vs ILMN
+54.3%
+13.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | -0.4% | -2.9% | +2.5% | -0.1% |
| 30D | +2.6% | -23.8% | +26.5% | +5.0% |
| 3M | +0.8% | +7.5% | -6.7% | -0.9% |
| 6M | +1.4% | +42.8% | -41.4% | -3.5% |
| YTD | +4.3% | +57.8% | -53.5% | -2.3% |
| 1Y | +0.8% | +72.6% | -71.9% | -6.7% |
| 3Y | +57.9% | +129.3% | -71.4% | +36.9% |
| 5Y | +48.3% | -44.5% | +92.8% | +52.4% |
| All | +67.9% | +54.3% | +13.6% | +50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling