+456.7%
PWR vs ILMN
-52.9%
+509.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.3% | +5.6% | +3.0% |
| 7D | +4.5% | +1.9% | +2.6% | +4.1% |
| 30D | -4.9% | +12.3% | -17.2% | -7.4% |
| 3M | -7.9% | +33.5% | -41.4% | -13.5% |
| 6M | +18.3% | +69.4% | -51.0% | +5.4% |
| YTD | +51.5% | +60.9% | -9.4% | +35.6% |
| 1Y | +70.3% | +115.0% | -44.7% | +41.9% |
| 3Y | +210.6% | +37.0% | +173.6% | +176.5% |
| 5Y | +456.7% | -53.1% | +509.8% | +518.5% |
| All | +456.7% | -52.9% | +509.6% | +518.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling