+108.7%
ILMN vs BIDU
-15.6%
+124.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -3.9% | -2.4% | -1.4% | -3.5% |
| 30D | +6.9% | -16.0% | +22.8% | +9.3% |
| 3M | +28.1% | -24.0% | +52.1% | +32.6% |
| 6M | +65.0% | -24.9% | +89.8% | +69.7% |
| YTD | +56.3% | -29.6% | +85.9% | +61.9% |
| 1Y | +108.7% | -15.2% | +123.9% | +113.2% |
| All | +108.7% | -15.6% | +124.3% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 1y: compounded portfolio wealth divided by compounded BIDU 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…
1y analysis · Full analysis span regression · 6 months rolling