+1,045.4%
ILMN vs BHP
+3,589.0%
-2,543.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.4% |
| 7D | +1.2% | -2.9% | +4.1% | +2.4% |
| 30D | +9.2% | +3.4% | +5.8% | +7.9% |
| 3M | +29.8% | +4.1% | +25.8% | +27.2% |
| 6M | +69.2% | +20.6% | +48.6% | +55.9% |
| YTD | +66.4% | +56.1% | +10.3% | +38.1% |
| 1Y | +123.4% | +69.6% | +53.8% | +79.0% |
| 3Y | +33.2% | +78.8% | -45.6% | +3.3% |
| 5Y | -52.0% | +113.1% | -165.0% | -66.0% |
| 10Y | +33.6% | +505.9% | -472.3% | -39.3% |
| All | +1,045.4% | +3,589.0% | -2,543.7% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling