+318.3%
BLK vs ILMN
+54.3%
+264.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | +3.7% | -2.9% | +6.6% | +4.5% |
| 30D | +13.9% | -23.8% | +37.7% | +21.0% |
| 3M | +3.9% | +7.5% | -3.5% | +0.1% |
| 6M | +13.0% | +42.8% | -29.8% | 0.0% |
| YTD | +16.1% | +57.8% | -41.7% | -0.8% |
| 1Y | +16.8% | +72.6% | -55.8% | -2.8% |
| 3Y | +97.7% | +129.3% | -31.7% | +42.0% |
| 5Y | +42.1% | -44.5% | +86.6% | +51.7% |
| All | +318.3% | +54.3% | +264.1% | +253.1% |
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 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