+36.2%
ILMN vs BBY
+38.4%
-2.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.4% |
| 7D | -3.9% | +1.2% | -5.1% | -4.2% |
| 30D | +6.9% | +6.8% | +0.1% | +4.5% |
| 3M | +28.1% | +18.7% | +9.4% | +20.6% |
| 6M | +65.0% | +37.3% | +27.7% | +47.2% |
| YTD | +56.3% | +35.3% | +21.0% | +39.0% |
| 1Y | +108.7% | +20.7% | +88.0% | +92.9% |
| All | +36.2% | +38.4% | -2.2% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling