+106.4%
ILMN vs BURL
+95.5%
+10.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.7% | -12.6% | -6.6% |
| 7D | -21.6% | +10.4% | -32.0% | -23.3% |
| 30D | -22.9% | -4.9% | -17.9% | -22.1% |
| 3M | +11.6% | -29.8% | +41.3% | +20.9% |
| 6M | +62.5% | -16.5% | +79.0% | +67.2% |
| YTD | +72.7% | -10.5% | +83.3% | +73.6% |
| 1Y | +93.9% | -5.3% | +99.2% | +90.3% |
| All | +106.4% | +95.5% | +10.8% | +68.9% |
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