+346.6%
PSX vs ILMN
+60.6%
+286.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.9% |
| 7D | -13.1% | -9.7% | -3.4% | -11.7% |
| 30D | -9.5% | -20.4% | +10.9% | -6.8% |
| 3M | +20.2% | +10.0% | +10.2% | +16.6% |
| 6M | +44.9% | +49.5% | -4.6% | +33.0% |
| YTD | +94.4% | +62.5% | +31.9% | +74.5% |
| 1Y | +83.1% | +76.0% | +7.1% | +61.9% |
| 3Y | +132.2% | +94.2% | +38.0% | +93.1% |
| 5Y | +278.8% | -46.3% | +325.2% | +296.6% |
| All | +346.6% | +60.6% | +286.0% | +283.4% |
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