-50.1%
ILMN vs BROS
+43.3%
-93.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | +1.2% | -6.7% | +7.9% | +2.3% |
| 30D | +9.2% | -29.1% | +38.3% | +15.1% |
| 3M | +29.8% | -16.7% | +46.5% | +32.8% |
| 6M | +69.2% | -11.6% | +80.8% | +70.6% |
| YTD | +66.4% | -23.9% | +90.3% | +71.2% |
| 1Y | +123.4% | -34.8% | +158.2% | +134.9% |
| 3Y | +33.2% | +62.1% | -28.9% | +11.7% |
| All | -50.1% | +43.3% | -93.5% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling