+275.1%
BLK vs ILMN
+28.7%
+246.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -0.9% | +1.0% |
| 7D | -3.3% | -5.4% | +2.1% | -1.9% |
| 30D | -6.5% | +7.0% | -13.5% | -8.4% |
| 3M | +6.7% | +24.2% | -17.5% | +0.1% |
| 6M | +14.7% | +69.9% | -55.2% | -1.4% |
| YTD | +2.5% | +57.4% | -54.9% | -10.7% |
| 1Y | -2.8% | +107.9% | -110.7% | -22.7% |
| 3Y | +65.9% | +37.1% | +28.7% | +42.2% |
| 5Y | +33.0% | -53.7% | +86.7% | +51.2% |
| All | +275.1% | +28.7% | +246.3% | +215.8% |
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 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