+41.2%
ILMN vs BHP
+82.0%
-40.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.4% |
| 7D | +1.2% | -2.9% | +4.1% | +2.3% |
| 30D | +9.2% | +3.4% | +5.8% | +7.9% |
| 3M | +29.8% | +4.1% | +25.8% | +27.4% |
| 6M | +69.2% | +20.6% | +48.6% | +56.0% |
| YTD | +66.4% | +56.1% | +10.3% | +36.1% |
| 1Y | +123.4% | +69.6% | +53.8% | +75.2% |
| All | +41.2% | +82.0% | -40.8% | +5.9% |
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