+1,325.0%
PWR vs ILMN
+1,401.8%
-76.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | +3.6% | +1.2% | +2.4% | +3.3% |
| 30D | -8.6% | +9.2% | -17.8% | -10.4% |
| 3M | -13.2% | +29.8% | -43.0% | -17.9% |
| 6M | +9.9% | +69.2% | -59.3% | -1.7% |
| YTD | +48.0% | +66.4% | -18.3% | +32.1% |
| 1Y | +66.2% | +123.4% | -57.2% | +38.5% |
| 3Y | +195.1% | +33.2% | +161.9% | +165.6% |
| 5Y | +442.6% | -52.0% | +494.5% | +477.4% |
| 10Y | +2,334.2% | +33.6% | +2,300.6% | +1,919.4% |
| All | +1,325.0% | +1,401.8% | -76.8% | +453.2% |
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