+1,045.4%
ILMN vs BB
-14.5%
+1,059.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.2% | -5.6% | +6.9% | +2.3% |
| 30D | +9.2% | -11.8% | +21.0% | +11.5% |
| 3M | +29.8% | -25.5% | +55.4% | +35.3% |
| 6M | +69.2% | +121.3% | -52.1% | +40.9% |
| YTD | +66.4% | +103.2% | -36.8% | +40.7% |
| 1Y | +123.4% | +102.6% | +20.8% | +87.6% |
| 3Y | +33.2% | +37.5% | -4.3% | +14.1% |
| 5Y | -52.0% | -30.4% | -21.5% | -54.5% |
| 10Y | +33.6% | 0.0% | +33.6% | -0.4% |
| All | +1,045.4% | -14.5% | +1,059.9% | +738.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling