+59.7%
ILMN vs BBWI
-44.4%
+104.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -9.8% | -4.2% | -5.5% | -9.2% |
| 30D | -22.7% | +24.9% | -47.6% | -25.7% |
| 3M | +12.1% | +13.2% | -1.2% | +8.9% |
| 6M | +51.5% | +12.1% | +39.4% | +46.5% |
| YTD | +63.9% | +11.1% | +52.8% | +57.1% |
| 1Y | +76.6% | +0.7% | +75.8% | +70.5% |
| 3Y | +124.6% | -23.8% | +148.3% | +124.4% |
| 5Y | -42.7% | -66.9% | +24.2% | -38.4% |
| 10Y | +59.7% | -45.3% | +105.0% | +40.8% |
| All | +59.7% | -44.4% | +104.1% | +40.8% |
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