+365.6%
PSX vs ILMN
+32.2%
+333.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.4% |
| 7D | +4.5% | +1.2% | +3.3% | +4.3% |
| 30D | +26.6% | +9.2% | +17.4% | +24.5% |
| 3M | +39.3% | +29.8% | +9.4% | +32.8% |
| 6M | +56.8% | +69.2% | -12.4% | +42.4% |
| YTD | +101.8% | +66.4% | +35.4% | +82.9% |
| 1Y | +99.6% | +123.4% | -23.8% | +69.8% |
| 3Y | +140.3% | +33.2% | +107.2% | +117.7% |
| 5Y | +339.3% | -52.0% | +391.3% | +376.6% |
| All | +365.6% | +32.2% | +333.4% | +282.4% |
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 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