+123.4%
ILMN vs BR
-29.1%
+152.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.6% |
| 7D | +1.2% | -5.3% | +6.5% | +2.8% |
| 30D | +9.2% | +6.4% | +2.7% | +7.6% |
| 3M | +29.8% | +13.6% | +16.2% | +25.5% |
| 6M | +69.2% | -6.7% | +75.9% | +73.3% |
| YTD | +66.4% | -21.1% | +87.5% | +70.6% |
| 1Y | +123.4% | -29.6% | +153.0% | +136.9% |
| All | +123.4% | -29.1% | +152.5% | +136.9% |
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