+89.5%
ILMN vs BURL
+89.8%
-0.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.2% | -7.5% |
| 7D | -28.3% | +3.5% | -31.8% | -28.8% |
| 30D | -24.0% | -9.3% | -14.7% | -22.3% |
| 3M | +4.1% | -32.1% | +36.2% | +13.7% |
| 6M | +49.6% | -19.8% | +69.4% | +55.4% |
| YTD | +58.6% | -13.2% | +71.8% | +60.5% |
| 1Y | +69.9% | -7.8% | +77.7% | +67.8% |
| All | +89.5% | +89.8% | -0.3% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling