+1,305.6%
ILMN vs BR
+1,481.8%
-176.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | -2.9% | +1.1% | -3.9% | -3.4% |
| 30D | -23.8% | +14.4% | -38.2% | -29.5% |
| 3M | +7.5% | +12.4% | -5.0% | +0.1% |
| 6M | +42.8% | +35.4% | +7.3% | +19.2% |
| YTD | +57.8% | -12.2% | +70.0% | +64.8% |
| 1Y | +72.6% | -12.7% | +85.4% | +80.8% |
| 3Y | +129.3% | +14.3% | +115.1% | +105.5% |
| 5Y | -44.5% | +19.3% | -63.8% | -51.9% |
| 10Y | +54.5% | +278.1% | -223.6% | -27.3% |
| All | +1,305.6% | +1,481.8% | -176.3% | +220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling