-45.5%
ILMN vs BBWI
-67.9%
+22.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.7% | +3.3% |
| 7D | -9.7% | -6.2% | -3.5% | -8.3% |
| 30D | -20.4% | +19.9% | -40.3% | -24.5% |
| 3M | +10.0% | +7.1% | +2.9% | +6.5% |
| 6M | +49.5% | +13.7% | +35.8% | +40.6% |
| YTD | +62.5% | +9.6% | +52.9% | +51.1% |
| 1Y | +76.0% | -1.6% | +77.6% | +66.4% |
| 3Y | +94.2% | -25.9% | +120.0% | +91.3% |
| All | -45.5% | -67.9% | +22.4% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling