+93.9%
ILMN vs BR
-14.2%
+108.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -7.9% | -5.3% |
| 7D | -21.6% | +7.0% | -28.5% | -22.4% |
| 30D | -22.9% | +19.0% | -41.9% | -25.8% |
| 3M | +11.6% | +13.1% | -1.5% | +8.7% |
| 6M | +62.5% | +24.6% | +37.9% | +53.8% |
| YTD | +72.7% | -13.6% | +86.3% | +71.6% |
| 1Y | +93.9% | -13.1% | +107.0% | +96.3% |
| All | +93.9% | -14.2% | +108.1% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling