-45.5%
ILMN vs BB
-20.8%
-24.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -2.0% | +1.4% |
| 7D | -9.7% | +3.8% | -13.5% | -10.6% |
| 30D | -20.4% | -0.3% | -20.1% | -20.3% |
| 3M | +10.0% | -0.5% | +10.5% | +9.4% |
| 6M | +49.5% | +45.9% | +3.6% | +30.7% |
| YTD | +62.5% | +130.6% | -68.1% | +24.1% |
| 1Y | +76.0% | +89.2% | -13.2% | +41.1% |
| 3Y | +94.2% | +137.5% | -43.3% | +33.8% |
| All | -45.5% | -20.8% | -24.7% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling