+1,134.4%
PWR vs ILMN
+1,366.8%
-232.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.8% | +5.8% |
| 7D | -12.9% | -9.7% | -3.2% | -10.8% |
| 30D | -22.8% | -20.4% | -2.4% | -19.3% |
| 3M | -19.0% | +10.0% | -29.0% | -21.2% |
| 6M | -31.1% | +49.5% | -80.6% | -37.1% |
| YTD | +28.2% | +62.5% | -34.3% | +14.4% |
| 1Y | +22.2% | +76.0% | -53.8% | +7.3% |
| 3Y | +222.1% | +94.2% | +128.0% | +167.6% |
| 5Y | +364.1% | -46.3% | +410.4% | +381.0% |
| 10Y | +1,864.5% | +62.7% | +1,801.8% | +1,473.7% |
| All | +1,134.4% | +1,366.8% | -232.3% | +379.0% |
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