+7,446.3%
ILMN vs BNS
+1,485.2%
+5,961.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -2.9% | +0.9% | -3.8% | -3.3% |
| 30D | -23.8% | +2.8% | -26.6% | -24.7% |
| 3M | +7.5% | +3.0% | +4.5% | +5.7% |
| 6M | +42.8% | +23.3% | +19.5% | +27.2% |
| YTD | +57.8% | +29.3% | +28.5% | +36.6% |
| 1Y | +72.6% | +41.7% | +30.9% | +42.4% |
| 3Y | +129.3% | +147.7% | -18.4% | +40.6% |
| 5Y | -44.5% | +79.4% | -123.9% | -59.7% |
| 10Y | +54.5% | +188.5% | -134.0% | -14.4% |
| All | +7,446.3% | +1,485.2% | +5,961.1% | +1,054.4% |
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