+123.4%
ILMN vs BAH
-28.2%
+151.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | +1.2% | -3.2% | +4.5% | +1.7% |
| 30D | +9.2% | +2.0% | +7.2% | +8.7% |
| 3M | +29.8% | -7.6% | +37.5% | +32.5% |
| 6M | +69.2% | -5.7% | +74.9% | +71.2% |
| YTD | +66.4% | -11.7% | +78.1% | +62.8% |
| 1Y | +123.4% | -27.4% | +150.8% | +124.8% |
| All | +123.4% | -28.2% | +151.6% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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