+24.3%
ILMN vs BG
+166.7%
-142.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.9% |
| 7D | -5.4% | +3.1% | -8.5% | -6.1% |
| 30D | +7.0% | +10.2% | -3.2% | +4.5% |
| 3M | +24.2% | -1.7% | +25.9% | +24.0% |
| 6M | +69.9% | +1.0% | +68.9% | +68.1% |
| YTD | +57.4% | +39.9% | +17.5% | +43.5% |
| 1Y | +107.9% | +53.2% | +54.7% | +84.7% |
| 3Y | +37.1% | +16.3% | +20.9% | +28.5% |
| 5Y | -53.7% | +83.9% | -137.5% | -62.3% |
| All | +24.3% | +166.7% | -142.3% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling