+1,574.6%
BE vs ILMN
+33.7%
+1,540.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +8.9% | +7.9% |
| 7D | +20.0% | +1.2% | +18.8% | +19.5% |
| 30D | +7.9% | +9.2% | -1.3% | +4.7% |
| 3M | -13.2% | +29.8% | -43.1% | -20.1% |
| 6M | +53.5% | +69.2% | -15.7% | +29.0% |
| YTD | +191.0% | +66.4% | +124.6% | +142.1% |
| 1Y | +360.5% | +123.4% | +237.1% | +241.5% |
| All | +1,574.6% | +33.7% | +1,540.9% | +1,214.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling