+71.4%
BAC vs ILMN
-51.8%
+123.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +1.1% | +1.2% | -0.1% | +0.9% |
| 30D | -0.4% | +9.2% | -9.6% | -2.0% |
| 3M | +16.9% | +29.8% | -12.9% | +11.6% |
| 6M | +26.6% | +69.2% | -42.6% | +15.2% |
| YTD | +15.8% | +66.4% | -50.6% | +5.1% |
| 1Y | +27.2% | +123.4% | -96.2% | +8.3% |
| 3Y | +132.4% | +33.2% | +99.2% | +110.1% |
| All | +71.4% | -51.8% | +123.3% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling