+59.7%
ILMN vs BN
+280.2%
-220.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.0% |
| 7D | -9.8% | +4.3% | -14.1% | -11.8% |
| 30D | -22.7% | +14.3% | -37.0% | -28.2% |
| 3M | +12.1% | -4.1% | +16.1% | +13.7% |
| 6M | +51.5% | -9.7% | +61.1% | +57.4% |
| YTD | +63.9% | -7.1% | +71.0% | +66.2% |
| 1Y | +76.6% | -7.4% | +84.0% | +79.2% |
| 3Y | +124.6% | +102.3% | +22.2% | +49.3% |
| 5Y | -42.7% | +35.9% | -78.6% | -54.4% |
| 10Y | +59.7% | +289.2% | -229.5% | -24.7% |
| All | +59.7% | +280.2% | -220.6% | -24.7% |
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