-12.8%
BKNG vs ILMN
+127.6%
-140.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.8% |
| 7D | -6.0% | +1.2% | -7.2% | -6.1% |
| 30D | -6.6% | +9.2% | -15.8% | -7.6% |
| 3M | +15.7% | +29.8% | -14.2% | +11.4% |
| 6M | +14.1% | +69.2% | -55.1% | +6.5% |
| YTD | -9.3% | +66.4% | -75.7% | -15.2% |
| 1Y | -12.8% | +123.4% | -136.2% | -18.0% |
| All | -12.8% | +127.6% | -140.4% | -18.0% |
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