+187.1%
BP vs ILMN
+1,401.8%
-1,214.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +3.9% | +1.2% | +2.7% | +3.8% |
| 30D | +7.6% | +9.2% | -1.6% | +6.5% |
| 3M | +0.7% | +29.8% | -29.1% | -2.3% |
| 6M | +15.5% | +69.2% | -53.7% | +8.7% |
| YTD | +30.8% | +66.4% | -35.5% | +23.0% |
| 1Y | +34.3% | +123.4% | -89.1% | +21.8% |
| 3Y | +35.1% | +33.2% | +1.9% | +27.1% |
| 5Y | +126.8% | -52.0% | +178.8% | +132.7% |
| 10Y | +123.4% | +33.6% | +89.7% | +101.6% |
| All | +187.1% | +1,401.8% | -1,214.7% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling