+277.8%
PSX vs ILMN
-46.1%
+323.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.8% |
| 7D | -13.1% | -9.7% | -3.4% | -12.3% |
| 30D | -9.5% | -20.4% | +10.9% | -8.0% |
| 3M | +20.2% | +10.0% | +10.2% | +17.9% |
| 6M | +44.9% | +49.5% | -4.6% | +37.6% |
| YTD | +94.4% | +62.5% | +31.9% | +82.2% |
| 1Y | +83.1% | +76.0% | +7.1% | +70.0% |
| 3Y | +132.2% | +94.2% | +38.0% | +106.1% |
| All | +277.8% | -46.1% | +323.9% | +256.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling