+58.0%
ILMN vs BN
+297.2%
-239.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +0.7% | -0.3% | +1.0% | +0.9% |
| 30D | -22.7% | +13.6% | -36.3% | -28.0% |
| 3M | +8.6% | -6.7% | +15.3% | +11.8% |
| 6M | +43.8% | -9.0% | +52.8% | +48.9% |
| YTD | +59.8% | -8.8% | +68.6% | +63.5% |
| 1Y | +71.8% | -10.6% | +82.4% | +77.6% |
| 3Y | +119.0% | +98.8% | +20.2% | +46.8% |
| 5Y | -43.8% | +33.6% | -77.4% | -54.9% |
| All | +58.0% | +297.2% | -239.3% | -26.6% |
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