-4.6%
BA vs ILMN
+33.7%
-38.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | +1.2% | +1.2% | -0.1% | +1.0% |
| 30D | -11.6% | +9.2% | -20.8% | -12.9% |
| 3M | -2.4% | +29.8% | -32.2% | -6.6% |
| 6M | -6.6% | +69.2% | -75.8% | -14.6% |
| YTD | -2.2% | +66.4% | -68.6% | -10.7% |
| 1Y | -8.0% | +123.4% | -131.4% | -20.8% |
| All | -4.6% | +33.7% | -38.4% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling