+1,017.6%
ILMN vs BBY
+494.0%
+523.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | -6.0% | +3.7% | -9.8% | -6.9% |
| 30D | -23.0% | +20.9% | -43.9% | -26.8% |
| 3M | +10.4% | +27.6% | -17.2% | +3.2% |
| 6M | +49.4% | +86.9% | -37.5% | +25.9% |
| YTD | +62.3% | +63.3% | -1.0% | +40.7% |
| 1Y | +73.7% | +42.6% | +31.1% | +55.8% |
| 3Y | +122.5% | +89.8% | +32.7% | +81.7% |
| 5Y | -43.2% | -0.1% | -43.1% | -46.6% |
| 10Y | +59.0% | +294.3% | -235.3% | +2.1% |
| All | +1,017.6% | +494.0% | +523.6% | +290.9% |
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