+27.6%
ILMN vs BB
+3.3%
+24.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.7% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | +12.3% | -12.4% | +24.7% | +14.9% |
| 3M | +33.5% | -15.3% | +48.8% | +35.8% |
| 6M | +69.4% | +128.8% | -59.4% | +38.3% |
| YTD | +60.9% | +107.7% | -46.7% | +33.9% |
| 1Y | +115.0% | +103.9% | +11.1% | +78.1% |
| 3Y | +37.0% | +72.6% | -35.6% | +10.8% |
| 5Y | -53.1% | -24.3% | -28.9% | -57.3% |
| 10Y | +27.6% | +3.1% | +24.4% | -5.8% |
| All | +27.6% | +3.3% | +24.3% | -5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling