-3.6%
ILMN vs BAM
+81.2%
-84.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -2.9% | -2.7% | -0.2% | -1.9% |
| 30D | -23.8% | +15.5% | -39.3% | -28.0% |
| 3M | +7.5% | -6.9% | +14.3% | +10.1% |
| 6M | +42.8% | +9.9% | +32.9% | +36.0% |
| YTD | +57.8% | +1.4% | +56.4% | +54.3% |
| 1Y | +72.6% | +3.3% | +69.3% | +67.3% |
| 3Y | +129.3% | +83.6% | +45.7% | +70.4% |
| All | -3.6% | +81.2% | -84.9% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling