+1,045.4%
ILMN vs BN
+8,970.3%
-7,924.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | +1.2% | -2.5% | +3.7% | +2.4% |
| 30D | +9.2% | -9.5% | +18.7% | +14.3% |
| 3M | +29.8% | -10.4% | +40.2% | +36.2% |
| 6M | +69.2% | -6.4% | +75.6% | +73.1% |
| YTD | +66.4% | -11.9% | +78.2% | +73.7% |
| 1Y | +123.4% | -8.6% | +132.0% | +129.1% |
| 3Y | +33.2% | +77.6% | -44.4% | -0.5% |
| 5Y | -52.0% | +37.0% | -89.0% | -59.8% |
| 10Y | +33.6% | +266.4% | -232.8% | -30.5% |
| All | +1,045.4% | +8,970.3% | -7,924.9% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling