+406.7%
BNY vs ILMN
+28.7%
+378.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | -0.4% |
| 7D | -1.3% | -5.4% | +4.1% | -0.4% |
| 30D | -0.2% | +7.0% | -7.2% | -1.5% |
| 3M | +14.9% | +24.2% | -9.3% | +10.3% |
| 6M | +40.0% | +69.9% | -29.9% | +26.9% |
| YTD | +42.0% | +57.4% | -15.4% | +29.9% |
| 1Y | +56.9% | +107.9% | -51.0% | +35.4% |
| 3Y | +289.9% | +37.1% | +252.7% | +252.8% |
| 5Y | +259.2% | -53.7% | +312.9% | +287.1% |
| All | +406.7% | +28.7% | +378.0% | +326.3% |
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