+70.5%
ILMN vs BLDR
+602.6%
-532.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | +2.2% |
| 7D | -2.6% | -2.7% | +0.2% | -2.2% |
| 30D | -20.6% | +24.8% | -45.5% | -26.0% |
| 3M | +17.5% | -11.7% | +29.1% | +19.7% |
| 6M | +55.6% | -14.8% | +70.4% | +58.1% |
| YTD | +68.3% | -35.9% | +104.2% | +81.9% |
| 1Y | +81.1% | -39.7% | +120.8% | +98.7% |
| 3Y | +112.2% | -45.6% | +157.7% | +132.7% |
| 5Y | -42.6% | -2.5% | -40.1% | -47.8% |
| 10Y | +70.5% | +597.4% | -526.9% | -9.7% |
| All | +70.5% | +602.6% | -532.1% | -9.7% |
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