-53.1%
ILMN vs BLDR
+16.0%
-69.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -1.7% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +12.3% | -16.2% | +28.5% | +18.6% |
| 3M | +33.5% | -14.4% | +48.0% | +38.4% |
| 6M | +69.4% | -32.8% | +102.2% | +88.7% |
| YTD | +60.9% | -39.2% | +100.1% | +82.5% |
| 1Y | +115.0% | -57.7% | +172.7% | +178.2% |
| 3Y | +37.0% | -55.3% | +92.3% | +63.2% |
| 5Y | -53.1% | +15.6% | -68.7% | -64.6% |
| All | -53.1% | +16.0% | -69.1% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling