+457.8%
BA vs ILMN
+1,459.1%
-1,001.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +2.8% |
| 7D | +5.9% | -21.6% | +27.5% | +9.2% |
| 30D | -8.2% | -22.9% | +14.7% | -5.2% |
| 3M | -25.4% | +11.6% | -37.0% | -27.3% |
| 6M | -20.0% | +62.5% | -82.6% | -26.3% |
| YTD | -18.5% | +72.7% | -91.2% | -25.9% |
| 1Y | -10.6% | +93.9% | -104.5% | -20.2% |
| 3Y | -9.3% | +99.2% | -108.4% | -21.3% |
| 5Y | -16.9% | -44.8% | +27.9% | -15.6% |
| 10Y | +37.9% | +73.0% | -35.1% | +20.5% |
| All | +457.8% | +1,459.1% | -1,001.2% | +204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling