+119.7%
BP vs ILMN
+32.8%
+86.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +3.9% | +1.2% | +2.7% | +3.7% |
| 30D | +7.6% | +9.2% | -1.6% | +6.2% |
| 3M | +0.7% | +29.8% | -29.1% | -3.2% |
| 6M | +15.5% | +69.2% | -53.7% | +6.6% |
| YTD | +30.8% | +66.4% | -35.5% | +20.6% |
| 1Y | +34.3% | +123.4% | -89.1% | +17.5% |
| 3Y | +35.1% | +33.2% | +1.9% | +24.9% |
| 5Y | +126.8% | -52.0% | +178.8% | +145.9% |
| All | +119.7% | +32.8% | +86.9% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling