-44.0%
ILMN vs BBAI
-79.3%
+35.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.0% | +8.4% | -1.4% |
| 7D | +0.7% | -6.8% | +7.5% | +0.8% |
| 30D | -22.7% | -13.4% | -9.3% | -22.6% |
| 3M | +8.6% | -36.5% | +45.1% | +9.3% |
| 6M | +43.8% | -50.6% | +94.4% | +45.1% |
| YTD | +59.8% | -61.7% | +121.4% | +61.4% |
| 1Y | +71.8% | -71.1% | +142.9% | +74.0% |
| 3Y | +119.0% | +32.7% | +86.3% | +118.7% |
| 5Y | -43.8% | -79.2% | +35.4% | -38.6% |
| All | -44.0% | -79.3% | +35.3% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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