+93.9%
ILMN vs BBY
+33.0%
+60.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.0% | -12.9% | -6.1% |
| 7D | -21.6% | +4.5% | -26.1% | -21.8% |
| 30D | -22.9% | +16.0% | -38.9% | -24.4% |
| 3M | +11.6% | +18.6% | -7.0% | +8.8% |
| 6M | +62.5% | +80.1% | -17.5% | +46.7% |
| YTD | +72.7% | +57.4% | +15.3% | +56.1% |
| 1Y | +93.9% | +34.5% | +59.3% | +93.0% |
| All | +93.9% | +33.0% | +60.9% | +93.0% |
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