+129.3%
ILMN vs BG
+6.5%
+122.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | -2.9% | +2.6% | -5.4% | -3.1% |
| 30D | -23.8% | -6.7% | -17.2% | -23.2% |
| 3M | +7.5% | -9.3% | +16.7% | +8.3% |
| 6M | +42.8% | -18.3% | +61.1% | +46.4% |
| YTD | +57.8% | +16.2% | +41.6% | +47.7% |
| 1Y | +72.6% | +7.6% | +65.0% | +64.7% |
| 3Y | +129.3% | +6.6% | +122.8% | +123.6% |
| All | +129.3% | +6.5% | +122.9% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling