+94.2%
ILMN vs BN
+90.6%
+3.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.9% |
| 7D | -9.7% | +5.3% | -15.0% | -12.4% |
| 30D | -20.4% | +11.9% | -32.3% | -25.2% |
| 3M | +10.0% | -5.7% | +15.8% | +13.0% |
| 6M | +49.5% | -10.6% | +60.1% | +57.0% |
| YTD | +62.5% | -9.4% | +71.9% | +67.1% |
| 1Y | +76.0% | -8.8% | +84.8% | +79.9% |
| 3Y | +94.2% | +95.6% | -1.5% | -3.5% |
| All | +94.2% | +90.6% | +3.5% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling