-7.9%
PYPL vs ILMN
+92.1%
-100.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.9% | +8.3% | +4.2% |
| 7D | +6.5% | -21.6% | +28.0% | +10.4% |
| 30D | +10.6% | -22.9% | +33.5% | +15.0% |
| 3M | +3.1% | +11.6% | -8.5% | -1.8% |
| 6M | +20.2% | +62.5% | -42.4% | +2.8% |
| YTD | +4.0% | +72.7% | -68.7% | -13.6% |
| 1Y | -7.9% | +93.9% | -101.7% | -30.0% |
| All | -7.9% | +92.1% | -100.0% | -30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling