-53.1%
ILMN vs BHP
+121.9%
-175.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -4.0% |
| 7D | +1.9% | +1.3% | +0.6% | +1.4% |
| 30D | +12.3% | +4.0% | +8.3% | +10.7% |
| 3M | +33.5% | +12.3% | +21.2% | +27.0% |
| 6M | +69.4% | +30.8% | +38.5% | +50.7% |
| YTD | +60.9% | +58.8% | +2.1% | +31.1% |
| 1Y | +115.0% | +76.8% | +38.1% | +66.7% |
| 3Y | +37.0% | +87.5% | -50.5% | +2.0% |
| 5Y | -53.1% | +123.9% | -177.0% | -67.8% |
| All | -53.1% | +121.9% | -175.0% | -67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling