+1,112.1%
PSX vs ILMN
+331.9%
+780.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.4% |
| 7D | +4.5% | +1.2% | +3.3% | +4.3% |
| 30D | +26.6% | +9.2% | +17.4% | +24.4% |
| 3M | +39.3% | +29.8% | +9.4% | +32.6% |
| 6M | +56.8% | +69.2% | -12.4% | +41.9% |
| YTD | +101.8% | +66.4% | +35.4% | +82.3% |
| 1Y | +99.6% | +123.4% | -23.8% | +69.1% |
| 3Y | +140.3% | +33.2% | +107.2% | +117.3% |
| 5Y | +339.3% | -52.0% | +391.3% | +368.9% |
| 10Y | +369.9% | +33.6% | +336.2% | +286.0% |
| All | +1,112.1% | +331.9% | +780.2% | +588.5% |
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