+768.9%
PPL vs ILMN
+1,401.8%
-632.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +2.7% | +1.2% | +1.4% | +2.6% |
| 30D | +0.5% | +9.2% | -8.7% | -0.2% |
| 3M | +0.7% | +29.8% | -29.2% | -1.2% |
| 6M | -7.6% | +69.2% | -76.8% | -11.1% |
| YTD | +1.8% | +66.4% | -64.6% | -2.0% |
| 1Y | -0.8% | +123.4% | -124.2% | -6.7% |
| 3Y | +56.9% | +33.2% | +23.7% | +51.0% |
| 5Y | +39.5% | -52.0% | +91.5% | +41.8% |
| 10Y | +55.4% | +33.6% | +21.8% | +45.8% |
| All | +768.9% | +1,401.8% | -632.9% | +563.6% |
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