+30.9%
BKNG vs ILMN
+118.2%
-87.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -0.7% | -2.9% | +2.2% | -0.4% |
| 30D | -0.7% | -23.8% | +23.1% | +1.9% |
| 3M | -25.0% | +7.5% | -32.5% | -26.9% |
| 6M | +3.4% | +42.8% | -39.3% | -3.6% |
| YTD | -25.0% | +57.8% | -82.8% | -31.3% |
| 1Y | -20.7% | +72.6% | -93.3% | -28.2% |
| 3Y | +30.9% | +129.3% | -98.4% | +13.3% |
| All | +30.9% | +118.2% | -87.3% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling