+59.8%
ILMN vs BURL
+252.7%
-192.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.9% |
| 7D | -9.7% | +4.1% | -13.8% | -10.7% |
| 30D | -20.4% | -9.5% | -10.9% | -18.5% |
| 3M | +10.0% | -33.5% | +43.5% | +21.4% |
| 6M | +49.5% | -22.1% | +71.6% | +57.1% |
| YTD | +62.5% | -14.6% | +77.1% | +66.0% |
| 1Y | +76.0% | -8.4% | +84.3% | +75.3% |
| 3Y | +94.2% | +86.6% | +7.6% | +56.1% |
| 5Y | -46.3% | -17.2% | -29.2% | -49.7% |
| All | +59.8% | +252.7% | -192.8% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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