+593.0%
BE vs ILMN
-28.9%
+621.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +2.1% |
| 7D | -14.7% | -9.7% | -5.0% | -9.1% |
| 30D | -40.5% | -20.4% | -20.1% | -32.4% |
| 3M | -24.3% | +10.0% | -34.4% | -29.3% |
| 6M | -39.3% | +49.5% | -88.8% | -52.3% |
| YTD | +99.4% | +62.5% | +36.9% | +44.5% |
| 1Y | +26.6% | +76.0% | -49.4% | -12.1% |
| 3Y | +1,616.9% | +94.2% | +1,522.8% | +893.3% |
| 5Y | +441.4% | -46.3% | +487.7% | +620.8% |
| All | +593.0% | -28.9% | +621.8% | +599.4% |
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