+791.4%
PPL vs ILMN
+1,459.1%
-667.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.3% |
| 7D | +1.8% | -21.6% | +23.4% | +3.2% |
| 30D | +8.4% | -22.9% | +31.3% | +10.0% |
| 3M | +2.4% | +11.6% | -9.2% | +1.2% |
| 6M | -4.0% | +62.5% | -66.5% | -7.5% |
| YTD | +4.5% | +72.7% | -68.3% | -0.1% |
| 1Y | +1.7% | +93.9% | -92.1% | -3.5% |
| 3Y | +55.5% | +99.2% | -43.7% | +45.2% |
| 5Y | +47.0% | -44.8% | +91.8% | +47.6% |
| 10Y | +62.4% | +73.0% | -10.6% | +50.0% |
| All | +791.4% | +1,459.1% | -667.7% | +576.5% |
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 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