0.0%
ILMN vs BAM
+88.1%
-88.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.2% |
| 7D | -9.8% | +5.0% | -14.8% | -11.4% |
| 30D | -22.7% | +16.6% | -39.3% | -27.2% |
| 3M | +12.1% | +2.2% | +9.8% | +10.9% |
| 6M | +51.5% | +9.7% | +41.8% | +44.8% |
| YTD | +63.9% | +5.2% | +58.6% | +58.1% |
| 1Y | +76.6% | +3.9% | +72.6% | +71.2% |
| 3Y | +124.6% | +91.5% | +33.0% | +64.4% |
| All | 0.0% | +88.1% | -88.1% | -27.0% |
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 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