+1.6%
ILMN vs BAM
+78.0%
-76.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | +1.2% | -2.0% | +3.2% | +2.0% |
| 30D | +9.2% | -2.9% | +12.1% | +10.3% |
| 3M | +29.8% | +9.4% | +20.5% | +24.7% |
| 6M | +69.2% | +10.8% | +58.5% | +61.0% |
| YTD | +66.4% | -0.4% | +66.8% | +64.2% |
| 1Y | +123.4% | -10.9% | +134.3% | +131.3% |
| 3Y | +33.2% | +61.3% | -28.1% | +2.7% |
| All | +1.6% | +78.0% | -76.4% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling