+1,076.1%
BE vs ILMN
-51.8%
+1,128.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +8.9% | +8.1% |
| 7D | +20.0% | +1.2% | +18.8% | +19.2% |
| 30D | +7.9% | +9.2% | -1.3% | +3.1% |
| 3M | -13.2% | +29.8% | -43.1% | -23.5% |
| 6M | +53.5% | +69.2% | -15.7% | +17.5% |
| YTD | +191.0% | +66.4% | +124.6% | +120.1% |
| 1Y | +360.5% | +123.4% | +237.1% | +194.2% |
| 3Y | +1,568.0% | +33.2% | +1,534.8% | +1,230.9% |
| All | +1,076.1% | -51.8% | +1,128.0% | +2,395.3% |
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