+6,008.9%
BLK vs ILMN
+1,324.6%
+4,684.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +3.7% | -2.9% | +6.6% | +4.2% |
| 30D | +13.9% | -23.8% | +37.7% | +18.2% |
| 3M | +3.9% | +7.5% | -3.5% | +1.8% |
| 6M | +13.0% | +42.8% | -29.8% | +5.4% |
| YTD | +16.1% | +57.8% | -41.7% | +6.2% |
| 1Y | +16.8% | +72.6% | -55.8% | +5.3% |
| 3Y | +97.7% | +129.3% | -31.7% | +65.9% |
| 5Y | +42.1% | -44.5% | +86.6% | +45.0% |
| 10Y | +321.3% | +54.5% | +266.8% | +266.9% |
| All | +6,008.9% | +1,324.6% | +4,684.3% | +3,391.9% |
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