+675.5%
BE vs ILMN
-26.3%
+701.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.6% | +8.3% | +9.9% |
| 7D | -1.2% | -2.6% | +1.4% | +1.1% |
| 30D | -30.9% | -20.6% | -10.2% | -21.2% |
| 3M | -11.6% | +17.5% | -29.1% | -20.2% |
| 6M | -25.7% | +55.6% | -81.3% | -42.9% |
| YTD | +123.1% | +68.3% | +54.8% | +58.8% |
| 1Y | +43.4% | +81.1% | -37.7% | -1.8% |
| 3Y | +1,683.6% | +112.2% | +1,571.5% | +880.9% |
| 5Y | +465.4% | -42.6% | +508.0% | +623.3% |
| All | +675.5% | -26.3% | +701.8% | +668.9% |
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