+27.6%
ILMN vs BAH
+182.5%
-155.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.3% | -3.0% |
| 7D | +1.9% | -4.3% | +6.2% | +3.1% |
| 30D | +12.3% | -4.5% | +16.8% | +13.5% |
| 3M | +33.5% | -7.6% | +41.2% | +35.5% |
| 6M | +69.4% | -10.6% | +80.0% | +72.8% |
| YTD | +60.9% | -12.6% | +73.5% | +63.1% |
| 1Y | +115.0% | -27.0% | +142.0% | +129.0% |
| 3Y | +37.0% | -31.5% | +68.5% | +42.7% |
| 5Y | -53.1% | -3.8% | -49.3% | -57.2% |
| 10Y | +27.6% | +183.9% | -156.4% | -15.4% |
| All | +27.6% | +182.5% | -155.0% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling