+103.9%
BP vs ILMN
-46.1%
+150.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.8% | -0.5% |
| 7D | -11.6% | -9.7% | -1.9% | -11.0% |
| 30D | 0.0% | -20.4% | +20.4% | +1.3% |
| 3M | +6.7% | +10.0% | -3.3% | +5.5% |
| 6M | +2.2% | +49.5% | -47.3% | -1.5% |
| YTD | +33.0% | +62.5% | -29.5% | +26.9% |
| 1Y | +30.7% | +76.0% | -45.3% | +23.8% |
| 3Y | +44.2% | +94.2% | -50.0% | +32.2% |
| All | +103.9% | -46.1% | +150.0% | +97.1% |
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