+1,073.8%
PSX vs ILMN
+311.7%
+762.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -8.2% | +3.3% | -3.5% |
| 7D | -9.7% | -28.3% | +18.6% | -5.1% |
| 30D | -8.4% | -24.0% | +15.5% | -4.9% |
| 3M | +22.6% | +4.1% | +18.5% | +20.1% |
| 6M | +38.8% | +49.6% | -10.8% | +27.3% |
| YTD | +95.5% | +58.6% | +36.9% | +76.0% |
| 1Y | +87.1% | +69.9% | +17.2% | +66.4% |
| 3Y | +133.5% | +82.9% | +50.6% | +96.9% |
| 5Y | +280.9% | -47.6% | +328.5% | +293.4% |
| 10Y | +356.6% | +58.8% | +297.8% | +262.7% |
| All | +1,073.8% | +311.7% | +762.2% | +564.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling