+316.9%
BNY vs ILMN
+54.3%
+262.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.6% |
| 7D | +3.9% | -2.9% | +6.7% | +4.3% |
| 30D | +11.9% | -23.8% | +35.8% | +16.4% |
| 3M | -5.0% | +7.5% | -12.5% | -7.4% |
| 6M | +14.6% | +42.8% | -28.2% | +6.0% |
| YTD | +34.5% | +57.8% | -23.3% | +21.4% |
| 1Y | +40.6% | +72.6% | -32.0% | +24.9% |
| 3Y | +261.7% | +129.3% | +132.4% | +192.7% |
| 5Y | +192.3% | -44.5% | +236.8% | +202.4% |
| All | +316.9% | +54.3% | +262.6% | +251.8% |
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