+222.1%
PWR vs ILMN
+88.1%
+134.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +5.8% |
| 7D | -12.9% | -9.7% | -3.2% | -11.0% |
| 30D | -22.8% | -20.4% | -2.4% | -19.8% |
| 3M | -19.0% | +10.0% | -29.0% | -20.6% |
| 6M | -31.1% | +49.5% | -80.6% | -36.0% |
| YTD | +28.2% | +62.5% | -34.3% | +16.7% |
| 1Y | +22.2% | +76.0% | -53.8% | +9.6% |
| 3Y | +222.1% | +94.2% | +128.0% | +181.6% |
| All | +222.1% | +88.1% | +134.1% | +181.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling