-53.2%
ILMN vs BROS
+38.3%
-91.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.5% |
| 7D | -3.9% | -6.6% | +2.7% | -2.8% |
| 30D | +6.9% | -12.3% | +19.2% | +9.2% |
| 3M | +28.1% | -22.2% | +50.3% | +32.5% |
| 6M | +65.0% | -14.3% | +79.2% | +67.2% |
| YTD | +56.3% | -26.6% | +82.9% | +61.8% |
| 1Y | +108.7% | -31.5% | +140.2% | +117.7% |
| 3Y | +33.1% | +62.3% | -29.2% | +11.5% |
| All | -53.2% | +38.3% | -91.5% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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