+209.9%
BKNG vs ILMN
+25.5%
+184.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | -10.7% | -9.2% | -1.5% | -8.7% |
| 30D | -18.1% | +4.4% | -22.5% | -19.0% |
| 3M | +8.5% | +23.9% | -15.4% | +2.8% |
| 6M | -0.1% | +64.5% | -64.6% | -11.6% |
| YTD | -18.2% | +53.5% | -71.7% | -26.8% |
| 1Y | -19.9% | +110.8% | -130.6% | -34.1% |
| 3Y | +41.6% | +30.7% | +11.0% | +25.7% |
| 5Y | +93.1% | -54.8% | +148.0% | +117.2% |
| All | +209.9% | +25.5% | +184.4% | +171.7% |
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 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