+69.8%
BKNG vs ILMN
-44.7%
+114.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -0.7% | -2.9% | +2.2% | -0.2% |
| 30D | -0.7% | -23.8% | +23.1% | +3.3% |
| 3M | -25.0% | +7.5% | -32.5% | -27.4% |
| 6M | +3.4% | +42.8% | -39.3% | -5.6% |
| YTD | -25.0% | +57.8% | -82.8% | -33.2% |
| 1Y | -20.7% | +72.6% | -93.3% | -30.7% |
| 3Y | +30.9% | +129.3% | -98.4% | +1.8% |
| All | +69.8% | -44.7% | +114.5% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling