-53.1%
ILMN vs BRO
+17.6%
-70.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -5.4% | -7.3% | +1.9% | -3.1% |
| 30D | +7.0% | -6.9% | +13.9% | +9.4% |
| 3M | +24.2% | +10.7% | +13.5% | +19.3% |
| 6M | +69.9% | -2.7% | +72.6% | +70.3% |
| YTD | +57.4% | -16.3% | +73.7% | +66.1% |
| 1Y | +107.9% | -29.1% | +137.0% | +133.4% |
| 3Y | +37.1% | -7.8% | +45.0% | +28.8% |
| All | -53.1% | +17.6% | -70.8% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling