+21.2%
ILMN vs BR
+190.5%
-169.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -9.2% | -6.0% | -3.2% | -6.0% |
| 30D | +4.4% | -0.9% | +5.2% | +5.0% |
| 3M | +23.9% | +16.4% | +7.5% | +12.7% |
| 6M | +64.5% | -8.2% | +72.7% | +71.0% |
| YTD | +53.5% | -23.2% | +76.7% | +76.4% |
| 1Y | +110.8% | -30.9% | +141.7% | +157.5% |
| 3Y | +30.7% | -5.0% | +35.6% | +29.7% |
| 5Y | -54.8% | +8.8% | -63.6% | -59.8% |
| All | +21.2% | +190.5% | -169.3% | -31.8% |
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