+188.5%
ILMN vs BURL
+1,021.0%
-832.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.7% | -12.6% | -6.8% |
| 7D | -21.6% | +10.4% | -32.0% | -23.5% |
| 30D | -22.9% | -4.9% | -17.9% | -22.1% |
| 3M | +11.6% | -29.8% | +41.3% | +20.8% |
| 6M | +62.5% | -16.5% | +79.0% | +67.5% |
| YTD | +72.7% | -10.5% | +83.3% | +74.3% |
| 1Y | +93.9% | -5.3% | +99.2% | +91.7% |
| 3Y | +99.2% | +95.1% | +4.1% | +60.7% |
| 5Y | -44.8% | -12.1% | -32.7% | -48.6% |
| 10Y | +73.0% | +273.2% | -200.2% | +15.2% |
| All | +188.5% | +1,021.0% | -832.4% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling