-19.9%
BKNG vs ILMN
+105.2%
-125.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | -10.7% | -9.2% | -1.5% | -9.7% |
| 30D | -18.1% | +4.4% | -22.5% | -18.5% |
| 3M | +8.5% | +23.9% | -15.4% | +5.2% |
| 6M | -0.1% | +64.5% | -64.6% | -6.2% |
| YTD | -18.2% | +53.5% | -71.7% | -22.7% |
| 1Y | -19.9% | +110.8% | -130.6% | -24.1% |
| All | -19.9% | +105.2% | -125.1% | -24.1% |
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 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