+69.9%
ILMN vs BURL
-5.1%
+75.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.2% | -8.0% |
| 7D | -28.3% | +3.5% | -31.8% | -28.4% |
| 30D | -24.0% | -9.3% | -14.7% | -23.3% |
| 3M | +4.1% | -32.1% | +36.2% | +7.1% |
| 6M | +49.6% | -19.8% | +69.4% | +51.1% |
| YTD | +58.6% | -13.2% | +71.8% | +59.7% |
| 1Y | +69.9% | -7.8% | +77.7% | +70.6% |
| All | +69.9% | -5.1% | +75.0% | +70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling