+26.3%
BP vs ILMN
+79.5%
-53.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | +0.2% |
| 7D | -6.9% | -2.6% | -4.3% | -6.9% |
| 30D | -3.6% | -20.6% | +17.0% | -4.5% |
| 3M | +8.4% | +17.5% | -9.0% | +10.5% |
| 6M | +5.3% | +55.6% | -50.3% | +10.8% |
| YTD | +33.2% | +68.3% | -35.2% | +36.5% |
| All | +26.3% | +79.5% | -53.2% | +29.0% |
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