+129.3%
ILMN vs BBWI
-24.0%
+153.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -23.8% | +12.9% | -36.7% | -26.0% |
| 3M | +7.5% | +16.0% | -8.5% | +3.0% |
| 6M | +42.8% | +16.6% | +26.2% | +35.1% |
| YTD | +57.8% | +9.7% | +48.1% | +48.4% |
| 1Y | +72.6% | +1.5% | +71.1% | +63.7% |
| 3Y | +129.3% | -21.4% | +150.7% | +98.2% |
| All | +129.3% | -24.0% | +153.3% | +98.2% |
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