+59.0%
ILMN vs BAH
+211.3%
-152.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -6.0% | -1.6% | -4.4% | -5.7% |
| 30D | -23.0% | +18.0% | -41.0% | -26.6% |
| 3M | +10.4% | +11.4% | -1.0% | +6.5% |
| 6M | +49.4% | +17.7% | +31.7% | +40.7% |
| YTD | +62.3% | +5.4% | +57.0% | +55.6% |
| 1Y | +73.7% | +2.8% | +70.9% | +67.5% |
| 3Y | +122.5% | -26.7% | +149.2% | +128.4% |
| 5Y | -43.2% | +8.1% | -51.2% | -49.9% |
| 10Y | +59.0% | +202.5% | -143.6% | -5.5% |
| All | +59.0% | +211.3% | -152.4% | -5.5% |
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