+1,018.6%
ILMN vs BBWI
+278.4%
+740.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.7% | +3.3% |
| 7D | -9.7% | -6.2% | -3.5% | -8.4% |
| 30D | -20.4% | +19.9% | -40.3% | -24.2% |
| 3M | +10.0% | +7.1% | +2.9% | +6.7% |
| 6M | +49.5% | +13.7% | +35.8% | +41.4% |
| YTD | +62.5% | +9.6% | +52.9% | +52.7% |
| 1Y | +76.0% | -1.6% | +77.6% | +67.3% |
| 3Y | +94.2% | -25.9% | +120.0% | +92.4% |
| 5Y | -46.3% | -67.8% | +21.5% | -37.2% |
| 10Y | +62.7% | -43.5% | +106.2% | +38.4% |
| All | +1,018.6% | +278.4% | +740.3% | +296.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling