+2,639.9%
ILMN vs IBB
+560.8%
+2,079.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.7% |
| 7D | +1.2% | +1.4% | -0.2% | -0.1% |
| 30D | +9.2% | +10.5% | -1.3% | -0.6% |
| 3M | +29.8% | +23.6% | +6.2% | +6.4% |
| 6M | +69.2% | +22.6% | +46.6% | +39.4% |
| YTD | +66.4% | +25.7% | +40.7% | +33.3% |
| 1Y | +123.4% | +51.4% | +72.0% | +51.3% |
| 3Y | +33.2% | +64.4% | -31.2% | -14.6% |
| 5Y | -52.0% | +22.1% | -74.1% | -58.6% |
| 10Y | +33.6% | +132.5% | -98.9% | -33.4% |
| All | +2,639.9% | +560.8% | +2,079.1% | +390.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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