+504.2%
BNY vs ILMN
+1,401.8%
-897.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +1.4% | +1.2% | +0.2% | +1.2% |
| 30D | +3.8% | +9.2% | -5.3% | +2.3% |
| 3M | +14.9% | +29.8% | -14.9% | +9.9% |
| 6M | +40.3% | +69.2% | -28.9% | +28.6% |
| YTD | +43.9% | +66.4% | -22.5% | +31.7% |
| 1Y | +59.0% | +123.4% | -64.4% | +38.0% |
| 3Y | +290.7% | +33.2% | +257.6% | +258.8% |
| 5Y | +250.4% | -52.0% | +302.3% | +265.9% |
| 10Y | +411.2% | +33.6% | +377.5% | +338.0% |
| All | +504.2% | +1,401.8% | -897.6% | +187.1% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling