+986.5%
ILMN vs BBY
+487.8%
+498.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.4% |
| 7D | -2.9% | +4.5% | -7.3% | -4.0% |
| 30D | -23.8% | +16.8% | -40.6% | -26.9% |
| 3M | +7.5% | +23.2% | -15.8% | +1.4% |
| 6M | +42.8% | +91.9% | -49.2% | +19.5% |
| YTD | +57.8% | +61.6% | -3.8% | +37.1% |
| 1Y | +72.6% | +43.9% | +28.7% | +54.5% |
| 3Y | +129.3% | +88.6% | +40.7% | +87.5% |
| 5Y | -44.5% | -3.1% | -41.4% | -47.4% |
| 10Y | +54.5% | +290.2% | -235.6% | -0.5% |
| All | +986.5% | +487.8% | +498.7% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling