+93.9%
ILMN vs BB
+88.0%
+5.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.0% | -11.9% | -5.7% |
| 7D | -21.6% | -6.8% | -14.7% | -20.8% |
| 30D | -22.9% | -3.5% | -19.3% | -22.4% |
| 3M | +11.6% | -1.2% | +12.8% | +11.8% |
| 6M | +62.5% | +57.0% | +5.6% | +58.2% |
| YTD | +72.7% | +131.1% | -58.4% | +64.3% |
| 1Y | +93.9% | +87.6% | +6.3% | +87.9% |
| All | +93.9% | +88.0% | +5.9% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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