+56.0%
ILMN vs BHP
+333.8%
-277.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | -2.9% | -0.5% | -2.4% | -2.6% |
| 30D | -23.8% | -4.5% | -19.3% | -22.2% |
| 3M | +7.5% | -6.9% | +14.3% | +10.9% |
| 6M | +42.8% | -10.6% | +53.3% | +48.5% |
| YTD | +57.8% | +37.2% | +20.6% | +35.8% |
| 1Y | +72.6% | +48.0% | +24.6% | +43.7% |
| 3Y | +129.3% | +52.6% | +76.8% | +85.4% |
| 5Y | -44.5% | +116.5% | -161.0% | -62.4% |
| All | +56.0% | +333.8% | -277.7% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling