+60.5%
ILMN vs BR
+278.5%
-218.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -6.0% | +1.9% | -7.9% | -7.1% |
| 30D | -23.0% | +15.9% | -38.9% | -29.5% |
| 3M | +10.4% | +13.7% | -3.2% | +1.9% |
| 6M | +49.4% | +31.0% | +18.4% | +25.8% |
| YTD | +62.3% | -12.0% | +74.3% | +71.0% |
| 1Y | +73.7% | -11.5% | +85.2% | +82.3% |
| 3Y | +122.5% | +14.9% | +107.6% | +96.2% |
| 5Y | -43.2% | +20.1% | -63.3% | -52.4% |
| All | +60.5% | +278.5% | -218.0% | -12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling