+34.3%
BP vs ILMN
+127.6%
-93.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | +3.9% | +1.2% | +2.7% | +4.0% |
| 30D | +7.6% | +9.2% | -1.6% | +7.9% |
| 3M | +0.7% | +29.8% | -29.1% | +1.8% |
| 6M | +15.5% | +69.2% | -53.7% | +17.5% |
| YTD | +30.8% | +66.4% | -35.5% | +32.5% |
| 1Y | +34.3% | +123.4% | -89.1% | +34.9% |
| All | +34.3% | +127.6% | -93.3% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling