+967.7%
BX vs ILMN
+1,031.3%
-63.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.6% |
| 7D | -4.4% | +1.2% | -5.6% | -4.8% |
| 30D | +0.1% | +9.2% | -9.1% | -3.1% |
| 3M | +16.0% | +29.8% | -13.8% | +5.2% |
| 6M | +21.6% | +69.2% | -47.6% | +0.4% |
| YTD | -8.9% | +66.4% | -75.3% | -25.1% |
| 1Y | -16.6% | +123.4% | -140.0% | -39.5% |
| 3Y | +43.3% | +33.2% | +10.2% | +19.6% |
| 5Y | +25.7% | -52.0% | +77.7% | +43.8% |
| 10Y | +689.5% | +33.6% | +655.9% | +498.3% |
| All | +967.7% | +1,031.3% | -63.6% | +166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling