+94.2%
ILMN vs BROS
+25.7%
+68.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +2.7% |
| 7D | -9.7% | -21.2% | +11.5% | -7.3% |
| 30D | -20.4% | -11.6% | -8.9% | -19.3% |
| 3M | +10.0% | -36.7% | +46.7% | +15.6% |
| 6M | +49.5% | -42.8% | +92.3% | +58.0% |
| YTD | +62.5% | -44.8% | +107.3% | +71.7% |
| 1Y | +76.0% | -36.5% | +112.5% | +82.8% |
| 3Y | +94.2% | +27.0% | +67.2% | +75.0% |
| All | +94.2% | +25.7% | +68.5% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling