+24.3%
ILMN vs BRO
+294.2%
-269.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -5.4% | -7.3% | +1.9% | -2.2% |
| 30D | +7.0% | -6.9% | +13.9% | +10.3% |
| 3M | +24.2% | +10.7% | +13.5% | +17.5% |
| 6M | +69.9% | -2.7% | +72.6% | +69.6% |
| YTD | +57.4% | -16.3% | +73.7% | +67.8% |
| 1Y | +107.9% | -29.1% | +137.0% | +138.9% |
| 3Y | +37.1% | -7.8% | +45.0% | +30.8% |
| 5Y | -53.7% | +18.7% | -72.4% | -62.9% |
| All | +24.3% | +294.2% | -269.9% | -52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling