+93.9%
ILMN vs BRO
-3.8%
+97.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.2% | -9.1% | -4.1% |
| 7D | -21.6% | +12.2% | -33.7% | -20.1% |
| 30D | -22.9% | +21.3% | -44.1% | -21.4% |
| 3M | +11.6% | +4.1% | +7.5% | +14.0% |
| 6M | +62.5% | +28.9% | +33.7% | +65.3% |
| YTD | +72.7% | -6.6% | +79.3% | +79.1% |
| 1Y | +93.9% | -5.6% | +99.4% | +100.7% |
| All | +93.9% | -3.8% | +97.7% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling