+33.7%
ILMN vs BOXX
+14.6%
+19.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -9.2% | 0.0% | -9.2% | -9.1% |
| 30D | +4.4% | +0.3% | +4.1% | +4.8% |
| 3M | +23.9% | +1.0% | +22.9% | +24.7% |
| 6M | +64.5% | +1.9% | +62.6% | +65.5% |
| YTD | +53.5% | +2.6% | +50.8% | +52.6% |
| 1Y | +110.8% | +4.0% | +106.8% | +101.6% |
| All | +33.7% | +14.6% | +19.1% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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