+27.6%
ILMN vs BN
+259.6%
-232.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -1.9% |
| 7D | +1.9% | -1.2% | +3.1% | +2.6% |
| 30D | +12.3% | -10.9% | +23.2% | +19.2% |
| 3M | +33.5% | -11.1% | +44.6% | +41.5% |
| 6M | +69.4% | -4.4% | +73.7% | +71.7% |
| YTD | +60.9% | -14.1% | +75.1% | +71.1% |
| 1Y | +115.0% | -11.1% | +126.0% | +123.8% |
| 3Y | +37.0% | +75.6% | -38.5% | -1.9% |
| 5Y | -53.1% | +35.8% | -88.9% | -62.2% |
| 10Y | +27.6% | +261.6% | -234.0% | -39.3% |
| All | +27.6% | +259.6% | -232.0% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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