+513.4%
BE vs ILMN
-43.3%
+556.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.9% | +13.9% | +13.4% |
| 7D | +4.5% | -6.0% | +10.5% | +8.3% |
| 30D | -20.1% | -23.0% | +2.9% | -9.3% |
| 3M | -0.8% | +10.4% | -11.2% | -6.1% |
| 6M | -26.2% | +49.4% | -75.6% | -39.5% |
| YTD | +141.1% | +62.3% | +78.7% | +85.0% |
| 1Y | +64.8% | +73.7% | -8.8% | +22.8% |
| 3Y | +1,887.4% | +122.5% | +1,764.9% | +1,051.4% |
| All | +513.4% | -43.3% | +556.7% | +738.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling