+641.7%
BE vs ILMN
-28.3%
+670.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.7% | -2.9% |
| 7D | -13.4% | -9.8% | -3.6% | -7.6% |
| 30D | -33.9% | -22.7% | -11.2% | -23.5% |
| 3M | -12.0% | +12.1% | -24.0% | -18.4% |
| 6M | -29.0% | +51.5% | -80.4% | -44.5% |
| YTD | +113.4% | +63.9% | +49.5% | +54.2% |
| 1Y | +33.2% | +76.6% | -43.4% | -7.5% |
| 3Y | +1,659.2% | +124.6% | +1,534.6% | +830.1% |
| 5Y | +461.4% | -42.7% | +504.1% | +616.0% |
| All | +641.7% | -28.3% | +670.0% | +646.7% |
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 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