+976.0%
ILMN vs BRO
+2,751.6%
-1,775.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -1.8% |
| 7D | -3.9% | -7.6% | +3.8% | -0.5% |
| 30D | +6.9% | -6.9% | +13.8% | +10.1% |
| 3M | +28.1% | +12.8% | +15.3% | +20.6% |
| 6M | +65.0% | -5.9% | +70.8% | +66.8% |
| YTD | +56.3% | -15.9% | +72.2% | +65.0% |
| 1Y | +108.7% | -28.1% | +136.8% | +134.7% |
| 3Y | +33.1% | -7.0% | +40.1% | +29.7% |
| 5Y | -54.1% | +18.0% | -72.1% | -60.4% |
| 10Y | +27.8% | +293.9% | -266.1% | -35.7% |
| All | +976.0% | +2,751.6% | -1,775.6% | +266.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling