+217.6%
BAC vs ILMN
+54.3%
+163.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +3.2% | -2.9% | +6.1% | +3.8% |
| 30D | -0.7% | -23.8% | +23.1% | +4.1% |
| 3M | -20.0% | +7.5% | -27.4% | -22.4% |
| 6M | +3.4% | +42.8% | -39.3% | -6.0% |
| YTD | -5.7% | +57.8% | -63.6% | -16.9% |
| 1Y | -1.4% | +72.6% | -74.1% | -14.9% |
| 3Y | +97.9% | +129.3% | -31.4% | +52.7% |
| 5Y | +22.9% | -44.5% | +67.4% | +28.1% |
| All | +217.6% | +54.3% | +163.3% | +151.1% |
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