+93.9%
ILMN vs BBWI
+2.4%
+91.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.1% | -9.0% | -5.0% |
| 7D | -21.6% | +8.8% | -30.3% | -21.7% |
| 30D | -22.9% | +34.8% | -57.7% | -23.7% |
| 3M | +11.6% | +12.9% | -1.3% | +11.1% |
| 6M | +62.5% | +29.6% | +33.0% | +60.2% |
| YTD | +72.7% | +20.8% | +51.9% | +68.1% |
| 1Y | +93.9% | +4.1% | +89.8% | +89.5% |
| All | +93.9% | +2.4% | +91.5% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling