-53.1%
ILMN vs BIDU
-44.5%
-8.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.0% | +3.7% | -1.6% |
| 7D | +1.9% | -2.4% | +4.3% | +2.5% |
| 30D | +12.3% | -15.6% | +27.9% | +16.7% |
| 3M | +33.5% | -22.3% | +55.8% | +41.1% |
| 6M | +69.4% | -22.3% | +91.6% | +77.7% |
| YTD | +60.9% | -29.2% | +90.1% | +71.5% |
| 1Y | +115.0% | -14.8% | +129.8% | +115.5% |
| 3Y | +37.0% | -31.8% | +68.8% | +40.9% |
| 5Y | -53.1% | -43.1% | -10.0% | -52.5% |
| All | -53.1% | -44.5% | -8.7% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling