+31.8%
BA vs ILMN
+60.6%
-28.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -1.9% | -0.1% |
| 7D | +1.1% | -9.7% | +10.8% | +3.4% |
| 30D | -7.9% | -20.4% | +12.5% | -3.5% |
| 3M | -25.3% | +10.0% | -35.3% | -28.9% |
| 6M | -24.6% | +49.5% | -74.1% | -34.3% |
| YTD | -20.1% | +62.5% | -82.6% | -32.7% |
| 1Y | -11.8% | +76.0% | -87.7% | -27.4% |
| 3Y | -10.1% | +94.2% | -104.3% | -32.6% |
| 5Y | -22.7% | -46.3% | +23.6% | -15.9% |
| All | +31.8% | +60.6% | -28.8% | +12.4% |
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