+84.5%
BKR vs ILMN
+32.3%
+52.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | -0.1% |
| 7D | -1.5% | -3.9% | +2.3% | -1.1% |
| 30D | -0.7% | +6.9% | -7.6% | -1.6% |
| 3M | +0.5% | +28.1% | -27.6% | -2.8% |
| 6M | +6.6% | +65.0% | -58.3% | -0.6% |
| YTD | +41.3% | +56.3% | -15.0% | +32.3% |
| 1Y | +42.2% | +108.7% | -66.5% | +27.0% |
| All | +84.5% | +32.3% | +52.2% | +53.8% |
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 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