+39.3%
BE vs ILMN
+79.5%
-40.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.6% | +8.3% | +10.5% |
| 7D | -1.2% | -2.6% | +1.4% | +0.4% |
| 30D | -30.9% | -20.6% | -10.2% | -25.5% |
| 3M | -11.6% | +17.5% | -29.1% | -12.9% |
| 6M | -25.7% | +55.6% | -81.3% | -27.2% |
| YTD | +123.1% | +68.3% | +54.8% | +83.5% |
| All | +39.3% | +79.5% | -40.2% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling