+93.9%
ILMN vs BAH
+6.2%
+87.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -4.8% |
| 7D | -21.6% | +5.8% | -27.3% | -21.4% |
| 30D | -22.9% | +28.7% | -51.6% | -23.1% |
| 3M | +11.6% | +20.9% | -9.3% | +11.5% |
| 6M | +62.5% | +15.2% | +47.4% | +63.7% |
| YTD | +72.7% | +7.1% | +65.7% | +67.6% |
| 1Y | +93.9% | +6.4% | +87.5% | +90.6% |
| All | +93.9% | +6.2% | +87.7% | +90.6% |
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