+87.9%
PSX vs ILMN
+79.5%
+8.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +2.9% |
| 7D | -8.0% | -2.6% | -5.4% | -7.9% |
| 30D | -9.0% | -20.6% | +11.6% | -9.4% |
| 3M | +24.7% | +17.5% | +7.3% | +23.3% |
| 6M | +49.3% | +55.6% | -6.3% | +48.5% |
| YTD | +100.2% | +68.3% | +31.9% | +90.2% |
| All | +87.9% | +79.5% | +8.4% | +75.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling