-53.1%
ILMN vs BR
+8.0%
-61.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -5.4% | -3.0% | -2.4% | -3.8% |
| 30D | +7.0% | -0.3% | +7.3% | +7.3% |
| 3M | +24.2% | +17.3% | +6.9% | +12.6% |
| 6M | +69.9% | -6.7% | +76.6% | +75.7% |
| YTD | +57.4% | -23.4% | +80.8% | +82.9% |
| 1Y | +107.9% | -32.7% | +140.6% | +161.9% |
| 3Y | +37.1% | -5.9% | +43.1% | +34.9% |
| All | -53.1% | +8.0% | -61.2% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling