+70.5%
ILMN vs BN
+289.4%
-218.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.3% | +1.7% |
| 7D | -2.6% | +3.6% | -6.2% | -4.5% |
| 30D | -20.6% | +15.9% | -36.5% | -26.7% |
| 3M | +17.5% | -2.3% | +19.8% | +18.1% |
| 6M | +55.6% | -8.4% | +64.0% | +60.6% |
| YTD | +68.3% | -5.9% | +74.2% | +69.5% |
| 1Y | +81.1% | -5.6% | +86.7% | +81.9% |
| 3Y | +112.2% | +104.2% | +7.9% | +40.6% |
| 5Y | -42.6% | +35.5% | -78.1% | -54.3% |
| 10Y | +70.5% | +285.2% | -214.7% | -18.3% |
| All | +70.5% | +289.4% | -218.9% | -18.3% |
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