+41.2%
ILMN vs BLDR
-53.1%
+94.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.3% |
| 7D | +1.2% | -2.8% | +4.1% | +2.0% |
| 30D | +9.2% | -13.3% | +22.5% | +13.4% |
| 3M | +29.8% | -12.3% | +42.1% | +33.1% |
| 6M | +69.2% | -31.5% | +100.7% | +85.9% |
| YTD | +66.4% | -36.1% | +102.4% | +83.4% |
| 1Y | +123.4% | -54.1% | +177.5% | +176.3% |
| All | +41.2% | -53.1% | +94.3% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling