+107.9%
ILMN vs BBY
+24.8%
+83.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +2.1% |
| 7D | -5.4% | +0.6% | -6.0% | -5.5% |
| 30D | +7.0% | +9.4% | -2.4% | +5.3% |
| 3M | +24.2% | +19.3% | +4.9% | +19.7% |
| 6M | +69.9% | +47.9% | +22.0% | +57.5% |
| YTD | +57.4% | +39.6% | +17.8% | +46.3% |
| 1Y | +107.9% | +22.2% | +85.7% | +101.6% |
| All | +107.9% | +24.8% | +83.1% | +101.6% |
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