+23.3%
BA vs ILMN
+54.3%
-31.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -1.1% | -2.9% | +1.8% | -0.4% |
| 30D | -7.1% | -23.8% | +16.7% | -1.6% |
| 3M | -25.5% | +7.5% | -33.0% | -28.7% |
| 6M | -28.7% | +42.8% | -71.5% | -37.2% |
| YTD | -21.0% | +57.8% | -78.8% | -33.0% |
| 1Y | -11.9% | +72.6% | -84.5% | -27.2% |
| 3Y | -16.2% | +129.3% | -145.5% | -40.3% |
| 5Y | -22.4% | -44.5% | +22.1% | -16.7% |
| All | +23.3% | +54.3% | -31.0% | +5.0% |
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