+94.2%
ILMN vs BHP
+50.5%
+43.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.8% |
| 7D | -9.7% | +0.9% | -10.6% | -10.1% |
| 30D | -20.4% | -6.3% | -14.1% | -18.3% |
| 3M | +10.0% | -7.1% | +17.1% | +13.4% |
| 6M | +49.5% | -3.2% | +52.7% | +50.4% |
| YTD | +62.5% | +37.9% | +24.6% | +39.4% |
| 1Y | +76.0% | +49.7% | +26.3% | +45.3% |
| 3Y | +94.2% | +51.7% | +42.5% | +58.2% |
| All | +94.2% | +50.5% | +43.6% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling