+1,091.2%
PSX vs ILMN
+325.4%
+765.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | -0.5% |
| 7D | -7.8% | -9.8% | +2.0% | -6.2% |
| 30D | -9.9% | -22.7% | +12.9% | -6.6% |
| 3M | +16.9% | +12.1% | +4.9% | +13.1% |
| 6M | +48.0% | +51.5% | -3.5% | +35.5% |
| YTD | +98.3% | +63.9% | +34.5% | +77.7% |
| 1Y | +86.2% | +76.6% | +9.6% | +64.5% |
| 3Y | +144.0% | +124.6% | +19.4% | +98.4% |
| 5Y | +287.7% | -42.7% | +330.4% | +293.3% |
| 10Y | +338.3% | +59.7% | +278.7% | +248.1% |
| All | +1,091.2% | +325.4% | +765.9% | +570.8% |
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