+668.7%
BX vs ILMN
+25.5%
+643.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -2.7% |
| 7D | -5.7% | -3.9% | -1.8% | -4.4% |
| 30D | -8.9% | +6.9% | -15.8% | -11.1% |
| 3M | +8.4% | +28.1% | -19.7% | -1.5% |
| 6M | +18.9% | +65.0% | -46.0% | -1.5% |
| YTD | -13.6% | +56.3% | -69.9% | -27.9% |
| 1Y | -22.4% | +108.7% | -131.2% | -43.0% |
| 3Y | +26.0% | +33.1% | -7.1% | +4.6% |
| 5Y | +18.8% | -54.1% | +72.9% | +38.4% |
| 10Y | +668.7% | +27.8% | +640.9% | +582.4% |
| All | +668.7% | +25.5% | +643.3% | +582.4% |
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 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