+51.4%
PYPL vs ILMN
+2.6%
+48.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -2.5% |
| 7D | +2.7% | +1.2% | +1.5% | +2.3% |
| 30D | -4.9% | +9.2% | -14.1% | -7.9% |
| 3M | +28.9% | +29.8% | -1.0% | +16.5% |
| 6M | +18.2% | +69.2% | -51.0% | -3.8% |
| YTD | -5.0% | +66.4% | -71.4% | -22.6% |
| 1Y | -18.8% | +123.4% | -142.2% | -42.0% |
| 3Y | -12.6% | +33.2% | -45.7% | -27.3% |
| 5Y | -80.8% | -52.0% | -28.8% | -77.4% |
| 10Y | +49.9% | +33.6% | +16.3% | +27.9% |
| All | +51.4% | +2.6% | +48.8% | +36.7% |
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