+40.7%
ILMN vs BBWI
-43.7%
+84.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.2% |
| 7D | +1.2% | +1.5% | -0.3% | +0.9% |
| 30D | +9.2% | -5.2% | +14.4% | +10.0% |
| 3M | +29.8% | +11.1% | +18.7% | +24.8% |
| 6M | +69.2% | -13.4% | +82.6% | +71.9% |
| YTD | +66.4% | +0.1% | +66.3% | +60.2% |
| 1Y | +123.4% | -36.1% | +159.5% | +146.3% |
| All | +40.7% | -43.7% | +84.4% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling