+81.4%
ILMN vs BN
-6.6%
+88.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.3% | +3.0% |
| 7D | -2.6% | +3.6% | -6.2% | -3.0% |
| 30D | -20.6% | +15.9% | -36.5% | -22.7% |
| 3M | +17.5% | -2.3% | +19.8% | +19.0% |
| 6M | +55.6% | -8.4% | +64.0% | +60.5% |
| YTD | +68.3% | -5.9% | +74.2% | +66.9% |
| All | +81.4% | -6.6% | +88.0% | +79.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling