+357.1%
PSX vs ILMN
+59.3%
+297.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.9% | +4.1% | +3.3% |
| 7D | -0.4% | -6.0% | +5.6% | +0.6% |
| 30D | -8.1% | -23.0% | +14.9% | -4.8% |
| 3M | +15.9% | +10.4% | +5.5% | +12.4% |
| 6M | +49.4% | +49.4% | 0.0% | +37.1% |
| YTD | +104.7% | +62.3% | +42.3% | +83.6% |
| 1Y | +89.1% | +73.7% | +15.4% | +67.5% |
| 3Y | +151.7% | +122.5% | +29.2% | +104.0% |
| 5Y | +298.3% | -43.2% | +341.5% | +310.6% |
| 10Y | +357.1% | +59.0% | +298.1% | +286.0% |
| All | +357.1% | +59.3% | +297.8% | +286.0% |
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