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Stock and ETF performance explorer

ILMN price history and return analytics

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+437.3%
VT return
+374.2%
Excess return
+63.1%
Maximum drawdown
-86.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVTExcessAlpha
1D-1.6%0.0%-1.5%-1.5%
7D+1.2%+0.4%+0.8%+0.8%
30D+9.2%+1.0%+8.2%+8.2%
3M+29.8%+2.4%+27.5%+26.8%
6M+69.2%+12.0%+57.2%+51.0%
YTD+66.4%+15.3%+51.0%+43.6%
1Y+123.4%+22.6%+100.8%+82.1%
3Y+33.2%+74.7%-41.5%-22.1%
5Y-52.0%+66.1%-118.1%-69.8%
10Y+33.6%+225.0%-191.4%-52.4%
All+437.3%+374.2%+63.1%+29.9%

Cumulative growth

Daily Returns

Daily percentage return beside VT.

Daily Out/Under-Performance

Portfolio return minus VT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × VT 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 VT 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