+24.3%
ILMN vs BBY
+252.7%
-228.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.6% |
| 7D | -5.4% | +0.6% | -6.0% | -5.5% |
| 30D | +7.0% | +9.4% | -2.4% | +3.8% |
| 3M | +24.2% | +19.3% | +4.9% | +16.8% |
| 6M | +69.9% | +47.9% | +22.0% | +48.1% |
| YTD | +57.4% | +39.6% | +17.8% | +38.8% |
| 1Y | +107.9% | +22.2% | +85.7% | +90.9% |
| 3Y | +37.1% | +45.0% | -7.8% | +15.5% |
| 5Y | -53.7% | +2.6% | -56.3% | -57.9% |
| All | +24.3% | +252.7% | -228.4% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling