+798.3%
PPL vs ILMN
+1,331.5%
-533.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.2% | +9.0% | +1.3% |
| 7D | +1.0% | -28.3% | +29.3% | +3.0% |
| 30D | +6.8% | -24.0% | +30.8% | +8.5% |
| 3M | +3.9% | +4.1% | -0.2% | +3.1% |
| 6M | -2.0% | +49.6% | -51.6% | -5.2% |
| YTD | +5.3% | +58.6% | -53.3% | +1.2% |
| 1Y | +2.2% | +69.9% | -67.7% | -2.2% |
| 3Y | +56.7% | +82.9% | -26.2% | +47.1% |
| 5Y | +49.1% | -47.6% | +96.7% | +50.1% |
| 10Y | +63.6% | +58.8% | +4.8% | +51.9% |
| All | +798.3% | +1,331.5% | -533.1% | +585.4% |
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