+70.5%
ILMN vs BBWI
-41.3%
+111.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.3% |
| 7D | -2.6% | -6.2% | +3.6% | -1.6% |
| 30D | -20.6% | +25.5% | -46.1% | -23.7% |
| 3M | +17.5% | +8.0% | +9.5% | +15.0% |
| 6M | +55.6% | +12.7% | +42.9% | +50.4% |
| YTD | +68.3% | +11.6% | +56.7% | +61.2% |
| 1Y | +81.1% | -0.9% | +82.0% | +75.4% |
| 3Y | +112.2% | -22.7% | +134.8% | +111.5% |
| 5Y | -42.6% | -67.2% | +24.6% | -38.3% |
| 10Y | +70.5% | -43.7% | +114.2% | +53.7% |
| All | +70.5% | -41.3% | +111.8% | +53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling