+40.6%
BNY vs ILMN
+72.2%
-31.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +3.9% | -2.9% | +6.7% | +4.0% |
| 30D | +11.9% | -23.8% | +35.8% | +13.3% |
| 3M | -5.0% | +7.5% | -12.5% | -5.6% |
| 6M | +14.6% | +42.8% | -28.2% | +10.7% |
| YTD | +34.5% | +57.8% | -23.3% | +25.2% |
| 1Y | +40.6% | +72.6% | -32.0% | +27.3% |
| All | +40.6% | +72.2% | -31.6% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling