+48.5%
PPL vs ILMN
-46.1%
+94.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.0% | -0.7% |
| 7D | +0.4% | -9.7% | +10.1% | +1.1% |
| 30D | +5.4% | -20.4% | +25.9% | +6.8% |
| 3M | +4.3% | +10.0% | -5.8% | +2.7% |
| 6M | -1.3% | +49.5% | -50.8% | -5.3% |
| YTD | +4.7% | +62.5% | -57.8% | -0.6% |
| 1Y | +1.3% | +76.0% | -74.7% | -4.6% |
| 3Y | +57.2% | +94.2% | -36.9% | +43.1% |
| All | +48.5% | -46.1% | +94.6% | +48.3% |
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