+73.7%
ILMN vs BBWI
+1.6%
+72.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -6.0% | -7.7% | +1.7% | -5.8% |
| 30D | -23.0% | +24.8% | -47.8% | -23.6% |
| 3M | +10.4% | +16.2% | -5.8% | +9.6% |
| 6M | +49.4% | +15.8% | +33.6% | +47.9% |
| YTD | +62.3% | +11.4% | +50.9% | +58.5% |
| 1Y | +73.7% | +3.2% | +70.5% | +69.6% |
| All | +73.7% | +1.6% | +72.1% | +69.6% |
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