+1,018.6%
ILMN vs BB
-3.0%
+1,021.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -2.0% | +1.6% |
| 7D | -9.7% | +3.8% | -13.5% | -10.4% |
| 30D | -20.4% | -0.3% | -20.1% | -20.3% |
| 3M | +10.0% | -0.5% | +10.5% | +9.5% |
| 6M | +49.5% | +45.9% | +3.6% | +35.6% |
| YTD | +62.5% | +130.6% | -68.1% | +33.8% |
| 1Y | +76.0% | +89.2% | -13.2% | +49.9% |
| 3Y | +94.2% | +137.5% | -43.3% | +50.8% |
| 5Y | -46.3% | -20.9% | -25.4% | -50.3% |
| 10Y | +62.7% | +25.4% | +37.3% | +15.8% |
| All | +1,018.6% | -3.0% | +1,021.6% | +697.6% |
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 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