+1,831.6%
PWR vs ILMN
+54.3%
+1,777.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +11.3% | -2.9% | +14.2% | +12.1% |
| 30D | -8.9% | -23.8% | +15.0% | -3.2% |
| 3M | -10.5% | +7.5% | -18.0% | -12.7% |
| 6M | -22.2% | +42.8% | -64.9% | -29.1% |
| YTD | +42.7% | +57.8% | -15.1% | +26.1% |
| 1Y | +41.1% | +72.6% | -31.5% | +22.1% |
| 3Y | +242.7% | +129.3% | +113.4% | +164.8% |
| 5Y | +418.5% | -44.5% | +463.0% | +446.8% |
| All | +1,831.6% | +54.3% | +1,777.3% | +1,563.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling