-43.8%
ILMN vs BAH
+7.8%
-51.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +0.7% | -2.6% | +3.3% | +1.1% |
| 30D | -22.7% | +20.4% | -43.1% | -25.7% |
| 3M | +8.6% | +11.9% | -3.2% | +5.7% |
| 6M | +43.8% | +17.1% | +26.7% | +37.8% |
| YTD | +59.8% | +5.5% | +54.2% | +54.8% |
| 1Y | +71.8% | +5.6% | +66.2% | +66.1% |
| 3Y | +119.0% | -26.5% | +145.5% | +122.4% |
| 5Y | -43.8% | +6.5% | -50.3% | -51.8% |
| All | -43.8% | +7.8% | -51.6% | -51.8% |
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