+263.2%
BAC vs ILMN
+60.6%
+202.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.1% | -1.2% |
| 7D | -1.2% | -9.7% | +8.5% | +0.7% |
| 30D | -7.7% | -20.4% | +12.7% | -4.0% |
| 3M | -21.2% | +10.0% | -31.2% | -23.9% |
| 6M | -6.8% | +49.5% | -56.3% | -16.1% |
| YTD | -8.7% | +62.5% | -71.2% | -19.9% |
| 1Y | -5.3% | +76.0% | -81.3% | -18.5% |
| 3Y | +87.4% | +94.2% | -6.7% | +50.6% |
| 5Y | +18.9% | -46.3% | +65.2% | +25.3% |
| All | +263.2% | +60.6% | +202.6% | +194.3% |
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