+2.8%
ILMN vs BAM
+90.5%
-87.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +2.8% |
| 7D | -2.6% | +5.3% | -7.8% | -4.4% |
| 30D | -20.6% | +18.1% | -38.7% | -25.5% |
| 3M | +17.5% | +4.2% | +13.2% | +15.4% |
| 6M | +55.6% | +11.1% | +44.5% | +48.1% |
| YTD | +68.3% | +6.6% | +61.7% | +61.7% |
| 1Y | +81.1% | +6.2% | +74.9% | +74.0% |
| 3Y | +112.2% | +95.0% | +17.1% | +54.3% |
| All | +2.8% | +90.5% | -87.8% | -25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling