+104.9%
PSX vs ILMN
+113.9%
-9.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +1.5% |
| 7D | +2.8% | +1.9% | +0.9% | +2.9% |
| 30D | +27.8% | +12.3% | +15.5% | +27.9% |
| 3M | +42.0% | +33.5% | +8.5% | +43.1% |
| 6M | +58.1% | +69.4% | -11.2% | +60.8% |
| YTD | +105.0% | +60.9% | +44.1% | +107.7% |
| 1Y | +104.9% | +115.0% | -10.1% | +111.2% |
| All | +104.9% | +113.9% | -9.0% | +111.2% |
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