+125.0%
BP vs ILMN
+28.5%
+96.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.3% | +5.7% | +2.9% |
| 7D | +0.9% | +1.9% | -1.0% | +0.6% |
| 30D | +9.1% | +12.3% | -3.2% | +7.3% |
| 3M | +3.9% | +33.5% | -29.6% | -0.5% |
| 6M | +13.6% | +69.4% | -55.7% | +4.9% |
| YTD | +34.0% | +60.9% | -26.9% | +24.0% |
| 1Y | +39.2% | +115.0% | -75.8% | +22.3% |
| 3Y | +36.4% | +37.0% | -0.6% | +25.4% |
| 5Y | +135.8% | -53.1% | +188.9% | +156.2% |
| 10Y | +125.0% | +27.6% | +97.5% | +97.9% |
| All | +125.0% | +28.5% | +96.6% | +97.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling