+7,855.0%
ILMN vs BNS
+1,492.9%
+6,362.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | +1.2% | +1.5% | -0.3% | +0.5% |
| 30D | +9.2% | +6.0% | +3.2% | +5.6% |
| 3M | +29.8% | +16.3% | +13.5% | +19.3% |
| 6M | +69.2% | +28.8% | +40.4% | +47.2% |
| YTD | +66.4% | +30.0% | +36.4% | +43.5% |
| 1Y | +123.4% | +50.7% | +72.7% | +78.2% |
| 3Y | +33.2% | +125.4% | -92.2% | -14.3% |
| 5Y | -52.0% | +94.2% | -146.2% | -66.6% |
| 10Y | +33.6% | +182.8% | -149.2% | -25.3% |
| All | +7,855.0% | +1,492.9% | +6,362.0% | +1,112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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