-54.1%
ILMN vs BBY
+0.2%
-54.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.4% |
| 7D | -3.9% | +1.2% | -5.1% | -4.3% |
| 30D | +6.9% | +6.8% | +0.1% | +4.2% |
| 3M | +28.1% | +18.7% | +9.4% | +19.9% |
| 6M | +65.0% | +37.3% | +27.7% | +45.6% |
| YTD | +56.3% | +35.3% | +21.0% | +37.5% |
| 1Y | +108.7% | +20.7% | +88.0% | +91.0% |
| 3Y | +33.1% | +39.4% | -6.4% | +9.7% |
| 5Y | -54.1% | -1.5% | -52.6% | -59.5% |
| All | -54.1% | +0.2% | -54.3% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling