+315.4%
BAC vs ILMN
+1,331.5%
-1,016.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.2% | +4.6% | -2.3% |
| 7D | -2.7% | -28.3% | +25.6% | +2.3% |
| 30D | -8.0% | -24.0% | +16.0% | -4.3% |
| 3M | -20.9% | +4.1% | -25.0% | -22.3% |
| 6M | -5.4% | +49.6% | -54.9% | -12.7% |
| YTD | -8.1% | +58.6% | -66.7% | -16.5% |
| 1Y | -3.1% | +69.9% | -73.0% | -13.1% |
| 3Y | +88.1% | +82.9% | +5.3% | +62.0% |
| 5Y | +19.7% | -47.6% | +67.3% | +22.6% |
| 10Y | +275.9% | +58.8% | +217.0% | +213.3% |
| All | +315.4% | +1,331.5% | -1,016.1% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling