-54.1%
ILMN vs BG
+84.9%
-139.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -3.9% | +0.5% | -4.4% | -4.0% |
| 30D | +6.9% | +10.3% | -3.4% | +5.1% |
| 3M | +28.1% | -1.9% | +30.0% | +28.3% |
| 6M | +65.0% | +5.2% | +59.7% | +62.6% |
| YTD | +56.3% | +41.2% | +15.1% | +44.8% |
| 1Y | +108.7% | +50.5% | +58.2% | +90.3% |
| 3Y | +33.1% | +19.9% | +13.2% | +24.5% |
| 5Y | -54.1% | +86.7% | -140.8% | -60.8% |
| All | -54.1% | +84.9% | -139.0% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling