+6,025.9%
BLK vs ILMN
+1,365.4%
+4,660.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | +0.2% | -6.0% | +6.2% | +1.1% |
| 30D | +13.1% | -23.0% | +36.2% | +17.3% |
| 3M | +7.3% | +10.4% | -3.1% | +4.7% |
| 6M | +14.6% | +49.4% | -34.8% | +6.2% |
| YTD | +16.5% | +62.3% | -45.9% | +6.0% |
| 1Y | +15.4% | +73.7% | -58.3% | +3.9% |
| 3Y | +97.2% | +122.5% | -25.4% | +66.2% |
| 5Y | +43.4% | -43.2% | +86.5% | +45.7% |
| 10Y | +322.5% | +59.0% | +263.5% | +266.3% |
| All | +6,025.9% | +1,365.4% | +4,660.5% | +3,386.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling