+174.3%
BKNG vs ILMN
+54.3%
+120.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -0.7% | -2.9% | +2.2% | -0.1% |
| 30D | -0.7% | -23.8% | +23.1% | +4.3% |
| 3M | -25.0% | +7.5% | -32.5% | -27.8% |
| 6M | +3.4% | +42.8% | -39.3% | -7.2% |
| YTD | -25.0% | +57.8% | -82.8% | -34.7% |
| 1Y | -20.7% | +72.6% | -93.3% | -32.4% |
| 3Y | +30.9% | +129.3% | -98.4% | -2.0% |
| 5Y | +66.6% | -44.5% | +111.1% | +75.9% |
| All | +174.3% | +54.3% | +120.0% | +133.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling