+109.4%
BP vs ILMN
-43.8%
+153.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | -0.8% | -6.0% | +5.2% | -0.4% |
| 30D | -3.1% | -23.0% | +19.9% | -1.7% |
| 3M | +6.2% | +10.4% | -4.3% | +4.8% |
| 6M | +4.8% | +49.4% | -44.6% | +1.1% |
| YTD | +35.2% | +62.3% | -27.2% | +29.0% |
| 1Y | +27.4% | +73.7% | -46.3% | +20.8% |
| 3Y | +49.8% | +122.5% | -72.8% | +35.8% |
| 5Y | +109.4% | -43.2% | +152.6% | +103.1% |
| All | +109.4% | -43.8% | +153.1% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling