-51.4%
ILMN vs BURL
-11.0%
-40.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.3% |
| 7D | +1.2% | -2.8% | +4.0% | +2.0% |
| 30D | +9.2% | -28.2% | +37.3% | +19.5% |
| 3M | +29.8% | -17.6% | +47.4% | +36.2% |
| 6M | +69.2% | -11.8% | +81.0% | +72.9% |
| YTD | +66.4% | -8.1% | +74.5% | +67.4% |
| 1Y | +123.4% | -12.0% | +135.4% | +125.5% |
| 3Y | +33.2% | +63.3% | -30.1% | +8.0% |
| All | -51.4% | -11.0% | -40.4% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling