+37.1%
ILMN vs BRKR
-11.8%
+48.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -5.4% | -8.7% | +3.3% | -1.5% |
| 30D | +7.0% | -9.9% | +16.9% | +12.1% |
| 3M | +24.2% | -3.1% | +27.3% | +22.0% |
| 6M | +69.9% | +45.5% | +24.4% | +34.3% |
| YTD | +57.4% | +13.7% | +43.7% | +39.4% |
| 1Y | +107.9% | +67.4% | +40.5% | +49.9% |
| 3Y | +37.1% | -13.2% | +50.4% | +26.5% |
| All | +37.1% | -11.8% | +48.9% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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