+70.5%
ILMN vs BAH
+218.8%
-148.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.2% |
| 7D | -2.6% | -1.5% | -1.1% | -2.3% |
| 30D | -20.6% | +17.3% | -37.9% | -24.2% |
| 3M | +17.5% | +14.9% | +2.6% | +12.4% |
| 6M | +55.6% | +14.2% | +41.4% | +47.8% |
| YTD | +68.3% | +5.1% | +63.2% | +61.5% |
| 1Y | +81.1% | +2.1% | +79.0% | +75.0% |
| 3Y | +112.2% | -26.0% | +138.1% | +117.0% |
| 5Y | -42.6% | +9.0% | -51.6% | -49.5% |
| 10Y | +70.5% | +208.8% | -138.3% | -0.5% |
| All | +70.5% | +218.8% | -148.3% | -0.5% |
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