+737.9%
BE vs ILMN
-28.9%
+766.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.9% | +13.9% | +13.5% |
| 7D | +4.5% | -6.0% | +10.5% | +8.9% |
| 30D | -20.1% | -23.0% | +2.9% | -7.5% |
| 3M | -0.8% | +10.4% | -11.2% | -7.4% |
| 6M | -26.2% | +49.4% | -75.6% | -42.0% |
| YTD | +141.1% | +62.3% | +78.7% | +75.0% |
| 1Y | +64.8% | +73.7% | -8.8% | +15.6% |
| 3Y | +1,887.4% | +122.5% | +1,764.9% | +955.5% |
| 5Y | +518.1% | -43.2% | +561.3% | +691.2% |
| All | +737.9% | -28.9% | +766.8% | +747.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling