+1,359.2%
ILMN vs BR
+1,486.0%
-126.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -9.8% | +5.0% | -14.8% | -12.3% |
| 30D | -22.7% | +16.6% | -39.4% | -29.2% |
| 3M | +12.1% | +12.0% | +0.1% | +4.5% |
| 6M | +51.5% | +30.7% | +20.7% | +28.9% |
| YTD | +63.9% | -11.9% | +75.8% | +70.8% |
| 1Y | +76.6% | -11.6% | +88.1% | +83.6% |
| 3Y | +124.6% | +15.0% | +109.6% | +100.6% |
| 5Y | -42.7% | +18.1% | -60.8% | -50.1% |
| 10Y | +59.7% | +278.6% | -219.0% | -24.9% |
| All | +1,359.2% | +1,486.0% | -126.8% | +231.8% |
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 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