+74.9%
BND vs ILMN
+1,338.7%
-1,263.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.6% | -6.0% | +5.4% | -0.5% |
| 30D | +1.2% | -23.0% | +24.2% | +1.4% |
| 3M | -0.8% | +10.4% | -11.3% | -1.0% |
| 6M | -1.4% | +49.4% | -50.8% | -1.7% |
| YTD | -1.1% | +62.3% | -63.4% | -1.5% |
| 1Y | -1.0% | +73.7% | -74.7% | -1.5% |
| 3Y | +14.0% | +122.5% | -108.5% | +13.2% |
| 5Y | -1.4% | -43.2% | +41.8% | -1.9% |
| 10Y | +17.5% | +59.0% | -41.5% | +17.6% |
| All | +74.9% | +1,338.7% | -1,263.8% | +79.0% |
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