-45.5%
ILMN vs BAH
+8.3%
-53.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +6.9% | +3.2% |
| 7D | -9.7% | -3.5% | -6.1% | -9.2% |
| 30D | -20.4% | +24.3% | -44.7% | -24.0% |
| 3M | +10.0% | +16.3% | -6.3% | +6.1% |
| 6M | +49.5% | +13.6% | +35.9% | +44.1% |
| YTD | +62.5% | +3.5% | +59.0% | +58.0% |
| 1Y | +76.0% | +2.7% | +73.3% | +71.1% |
| 3Y | +94.2% | -26.6% | +120.7% | +96.5% |
| All | -45.5% | +8.3% | -53.8% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling