+73.5%
BA vs ILMN
+33.5%
+39.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | +1.2% | +1.2% | -0.1% | +0.8% |
| 30D | -11.6% | +9.2% | -20.8% | -13.9% |
| 3M | -2.4% | +29.8% | -32.2% | -9.5% |
| 6M | -6.6% | +69.2% | -75.8% | -19.7% |
| YTD | -2.2% | +66.4% | -68.6% | -16.1% |
| 1Y | -8.0% | +123.4% | -131.4% | -28.5% |
| 3Y | -5.0% | +33.2% | -38.2% | -17.8% |
| 5Y | -2.7% | -52.0% | +49.2% | +11.2% |
| All | +73.5% | +33.5% | +39.9% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling