+1,028.0%
ILMN vs BHP
+3,209.6%
-2,181.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -1.9% |
| 7D | -9.8% | +3.8% | -13.6% | -11.0% |
| 30D | -22.7% | -6.5% | -16.3% | -20.6% |
| 3M | +12.1% | -8.5% | +20.6% | +16.1% |
| 6M | +51.5% | -2.2% | +53.6% | +51.8% |
| YTD | +63.9% | +40.0% | +23.8% | +41.9% |
| 1Y | +76.6% | +51.3% | +25.2% | +48.3% |
| 3Y | +124.6% | +56.5% | +68.0% | +83.8% |
| 5Y | -42.7% | +130.2% | -172.9% | -60.5% |
| 10Y | +59.7% | +336.5% | -276.8% | -18.0% |
| All | +1,028.0% | +3,209.6% | -2,181.6% | +101.3% |
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