+37.0%
ILMN vs BR
-4.7%
+41.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.2% |
| 7D | +1.9% | -5.9% | +7.8% | +4.7% |
| 30D | +12.3% | +1.9% | +10.4% | +11.5% |
| 3M | +33.5% | +14.7% | +18.9% | +25.0% |
| 6M | +69.4% | -12.8% | +82.1% | +81.5% |
| YTD | +60.9% | -23.0% | +84.0% | +83.3% |
| 1Y | +115.0% | -31.7% | +146.7% | +162.4% |
| 3Y | +37.0% | -4.8% | +41.8% | +26.2% |
| All | +37.0% | -4.7% | +41.7% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling