+289.7%
BNY vs ILMN
+29.9%
+259.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | +0.3% |
| 7D | -1.1% | -9.2% | +8.1% | 0.0% |
| 30D | +1.4% | +4.4% | -3.0% | +0.8% |
| 3M | +16.8% | +23.9% | -7.1% | +13.6% |
| 6M | +42.0% | +64.5% | -22.5% | +33.0% |
| YTD | +41.9% | +53.5% | -11.5% | +33.7% |
| 1Y | +59.2% | +110.8% | -51.6% | +43.0% |
| All | +289.7% | +29.9% | +259.8% | +270.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling