+72.6%
ILMN vs BIDU
-38.7%
+111.3%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -2.9% | -4.6% | +1.7% | -2.0% |
| 30D | -23.8% | -4.5% | -19.3% | -23.1% |
| 3M | +7.5% | -25.4% | +32.8% | +12.8% |
| 6M | +42.8% | -48.1% | +90.8% | +58.3% |
| YTD | +57.8% | -40.2% | +98.0% | +68.9% |
| 1Y | +72.6% | -35.2% | +107.8% | +84.2% |
| All | +72.6% | -38.7% | +111.3% | +84.2% |
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