+27.6%
ILMN vs BBWI
-56.0%
+83.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.8% |
| 7D | +1.9% | +1.6% | +0.3% | +1.6% |
| 30D | +12.3% | -6.2% | +18.5% | +13.1% |
| 3M | +33.5% | +4.3% | +29.2% | +31.6% |
| 6M | +69.4% | -7.2% | +76.5% | +69.2% |
| YTD | +60.9% | -3.0% | +64.0% | +58.4% |
| 1Y | +115.0% | -30.8% | +145.7% | +122.1% |
| 3Y | +37.0% | -43.4% | +80.4% | +43.9% |
| 5Y | -53.1% | -66.7% | +13.6% | -48.8% |
| 10Y | +27.6% | -55.7% | +83.2% | +24.0% |
| All | +27.6% | -56.0% | +83.5% | +24.0% |
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