-8.5%
BX vs ILMN
+92.1%
-100.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.9% | +11.1% | +6.6% |
| 7D | +8.3% | -21.6% | +29.8% | +10.3% |
| 30D | +13.5% | -22.9% | +36.4% | +15.8% |
| 3M | -7.6% | +11.6% | -19.2% | -10.9% |
| 6M | +4.0% | +62.5% | -58.5% | -7.5% |
| YTD | -15.2% | +72.7% | -87.9% | -28.4% |
| 1Y | -8.5% | +93.9% | -102.3% | -26.5% |
| All | -8.5% | +92.1% | -100.6% | -26.5% |
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