+251.7%
BAC vs ILMN
+61.7%
+190.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +1.6% |
| 7D | +2.0% | -2.6% | +4.5% | +2.4% |
| 30D | -6.9% | -20.6% | +13.7% | -3.2% |
| 3M | -19.6% | +17.5% | -37.0% | -23.4% |
| 6M | -0.5% | +55.6% | -56.1% | -11.1% |
| YTD | -6.6% | +68.3% | -74.9% | -18.8% |
| 1Y | -3.0% | +81.1% | -84.1% | -17.0% |
| 3Y | +97.3% | +112.2% | -14.9% | +55.2% |
| 5Y | +21.9% | -42.6% | +64.5% | +26.5% |
| 10Y | +251.7% | +70.5% | +181.2% | +176.1% |
| All | +251.7% | +61.7% | +190.0% | +176.1% |
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