+115.0%
ILMN vs BROS
-30.1%
+145.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.1% |
| 7D | +1.9% | -0.9% | +2.8% | +2.0% |
| 30D | +12.3% | -13.5% | +25.7% | +14.2% |
| 3M | +33.5% | -18.4% | +52.0% | +35.9% |
| 6M | +69.4% | -10.6% | +79.9% | +70.2% |
| YTD | +60.9% | -25.1% | +86.0% | +65.1% |
| 1Y | +115.0% | -28.6% | +143.6% | +115.1% |
| All | +115.0% | -30.1% | +145.1% | +115.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling