+625.7%
BX vs ILMN
+56.2%
+569.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.3% | -2.3% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | +8.8% | -22.7% | +31.5% | +16.9% |
| 3M | -18.3% | +8.6% | -26.9% | -23.0% |
| 6M | -1.5% | +43.8% | -45.3% | -17.0% |
| YTD | -19.9% | +59.8% | -79.7% | -35.9% |
| 1Y | -14.5% | +71.8% | -86.3% | -33.4% |
| 3Y | +32.3% | +119.0% | -86.7% | -12.4% |
| 5Y | -1.1% | -43.8% | +42.7% | +6.0% |
| All | +625.7% | +56.2% | +569.5% | +547.6% |
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