+27.6%
ILMN vs BLDR
+359.8%
-332.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -1.9% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +12.3% | -16.2% | +28.5% | +17.7% |
| 3M | +33.5% | -14.4% | +48.0% | +37.7% |
| 6M | +69.4% | -32.8% | +102.2% | +85.3% |
| YTD | +60.9% | -39.2% | +100.1% | +78.9% |
| 1Y | +115.0% | -57.7% | +172.7% | +164.7% |
| 3Y | +37.0% | -55.3% | +92.3% | +60.5% |
| 5Y | -53.1% | +15.6% | -68.7% | -58.5% |
| 10Y | +27.6% | +359.8% | -332.2% | -26.6% |
| All | +27.6% | +359.8% | -332.2% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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