+93.9%
ILMN vs BAM
+4.2%
+89.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.2% | -11.1% | -5.1% |
| 7D | -21.6% | +14.2% | -35.8% | -22.2% |
| 30D | -22.9% | +21.0% | -43.8% | -24.0% |
| 3M | +11.6% | +5.2% | +6.4% | +12.1% |
| 6M | +62.5% | +16.0% | +46.6% | +61.3% |
| YTD | +72.7% | +6.5% | +66.3% | +72.4% |
| 1Y | +93.9% | +4.4% | +89.5% | +95.0% |
| All | +93.9% | +4.2% | +89.6% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling