+121.4%
BKR vs ILMN
+25.5%
+95.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.8% | -4.8% | -6.3% |
| 7D | -6.7% | -9.2% | +2.5% | -5.1% |
| 30D | -8.3% | +4.4% | -12.7% | -9.2% |
| 3M | -5.4% | +23.9% | -29.3% | -9.5% |
| 6M | +0.8% | +64.5% | -63.7% | -8.9% |
| YTD | +31.8% | +53.5% | -21.6% | +20.2% |
| 1Y | +28.6% | +110.8% | -82.2% | +9.3% |
| 3Y | +71.2% | +30.7% | +40.6% | +54.8% |
| 5Y | +179.2% | -54.8% | +234.1% | +206.8% |
| All | +121.4% | +25.5% | +95.9% | +93.3% |
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 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