+40.7%
ILMN vs BURL
+63.9%
-23.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.2% |
| 7D | +1.2% | -2.8% | +4.0% | +1.9% |
| 30D | +9.2% | -28.2% | +37.3% | +18.8% |
| 3M | +29.8% | -17.6% | +47.4% | +35.7% |
| 6M | +69.2% | -11.8% | +81.0% | +72.4% |
| YTD | +66.4% | -8.1% | +74.5% | +66.9% |
| 1Y | +123.4% | -12.0% | +135.4% | +125.3% |
| All | +40.7% | +63.9% | -23.2% | +11.7% |
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