+391.8%
BAC vs ILMN
+28.5%
+363.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.2% |
| 7D | +1.2% | +1.9% | -0.7% | +0.7% |
| 30D | -0.7% | +12.3% | -13.0% | -3.3% |
| 3M | +16.9% | +33.5% | -16.6% | +9.6% |
| 6M | +29.6% | +69.4% | -39.8% | +15.0% |
| YTD | +15.3% | +60.9% | -45.7% | +2.8% |
| 1Y | +28.8% | +115.0% | -86.1% | +6.5% |
| 3Y | +136.4% | +37.0% | +99.4% | +109.0% |
| 5Y | +72.9% | -53.1% | +126.1% | +89.6% |
| 10Y | +391.8% | +27.6% | +364.2% | +296.3% |
| All | +391.8% | +28.5% | +363.3% | +296.3% |
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