+3.7%
BIL vs ILMN
+72.2%
-68.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +0.1% | -2.9% | +2.9% | +0.1% |
| 30D | +0.3% | -23.8% | +24.2% | +0.3% |
| 3M | +1.0% | +7.5% | -6.5% | +1.0% |
| 6M | +1.9% | +42.8% | -40.9% | +1.9% |
| YTD | +3.2% | +57.8% | -54.7% | +3.2% |
| 1Y | +3.7% | +72.6% | -68.9% | +3.7% |
| All | +3.7% | +72.2% | -68.5% | +3.7% |
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 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