+18.0%
BAC vs ILMN
-46.1%
+64.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.1% | -1.1% |
| 7D | -1.2% | -9.7% | +8.5% | +0.2% |
| 30D | -7.7% | -20.4% | +12.7% | -4.9% |
| 3M | -21.2% | +10.0% | -31.2% | -23.2% |
| 6M | -6.8% | +49.5% | -56.3% | -14.1% |
| YTD | -8.7% | +62.5% | -71.2% | -17.6% |
| 1Y | -5.3% | +76.0% | -81.3% | -15.8% |
| 3Y | +87.4% | +94.2% | -6.7% | +57.2% |
| All | +18.0% | -46.1% | +64.1% | +16.8% |
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