+281.7%
ILMN vs BAH
+886.2%
-604.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.1% |
| 7D | +1.2% | -3.2% | +4.5% | +2.1% |
| 30D | +9.2% | +2.0% | +7.2% | +8.4% |
| 3M | +29.8% | -7.6% | +37.5% | +31.8% |
| 6M | +69.2% | -5.7% | +74.9% | +69.9% |
| YTD | +66.4% | -11.7% | +78.1% | +68.3% |
| 1Y | +123.4% | -27.4% | +150.8% | +139.0% |
| 3Y | +33.2% | -32.5% | +65.7% | +40.5% |
| 5Y | -52.0% | -3.3% | -48.6% | -55.6% |
| 10Y | +33.6% | +186.0% | -152.4% | -15.4% |
| All | +281.7% | +886.2% | -604.5% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling