+361.6%
PSX vs ILMN
+54.3%
+307.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +7.8% | -2.9% | +10.7% | +8.3% |
| 30D | -10.9% | -23.8% | +12.9% | -7.5% |
| 3M | +14.5% | +7.5% | +7.0% | +11.5% |
| 6M | +56.1% | +42.8% | +13.4% | +44.3% |
| YTD | +109.6% | +57.8% | +51.8% | +88.8% |
| 1Y | +95.5% | +72.6% | +22.9% | +73.3% |
| 3Y | +156.2% | +129.3% | +26.9% | +106.2% |
| 5Y | +310.0% | -44.5% | +354.5% | +324.0% |
| All | +361.6% | +54.3% | +307.3% | +292.7% |
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