-43.8%
ILMN vs BN
+31.1%
-74.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.3% |
| 7D | -2.9% | -1.0% | -1.9% | -2.3% |
| 30D | -23.8% | +14.0% | -37.8% | -30.1% |
| 3M | +7.5% | -9.0% | +16.5% | +13.0% |
| 6M | +42.8% | -8.8% | +51.6% | +48.5% |
| YTD | +57.8% | -10.3% | +68.1% | +63.6% |
| 1Y | +72.6% | -5.8% | +78.4% | +73.2% |
| 3Y | +129.3% | +94.8% | +34.6% | +34.0% |
| All | -43.8% | +31.1% | -74.9% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling