+123.4%
ILMN vs BBY
+27.1%
+96.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.7% | -2.1% |
| 7D | +1.2% | +9.5% | -8.3% | -0.3% |
| 30D | +9.2% | +6.8% | +2.4% | +7.8% |
| 3M | +29.8% | +28.9% | +1.0% | +23.3% |
| 6M | +69.2% | +37.8% | +31.4% | +58.0% |
| YTD | +66.4% | +38.7% | +27.6% | +54.6% |
| 1Y | +123.4% | +23.7% | +99.7% | +115.2% |
| All | +123.4% | +27.1% | +96.3% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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