+3,786.1%
ILMN vs BIDU
+1,107.7%
+2,678.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.0% | -2.3% |
| 7D | -9.8% | +3.6% | -13.3% | -10.6% |
| 30D | -22.7% | -6.6% | -16.2% | -21.5% |
| 3M | +12.1% | -27.2% | +39.3% | +20.3% |
| 6M | +51.5% | -43.5% | +95.0% | +71.2% |
| YTD | +63.9% | -39.0% | +102.8% | +80.5% |
| 1Y | +76.6% | -39.8% | +116.3% | +94.3% |
| 3Y | +124.6% | -24.8% | +149.3% | +126.0% |
| 5Y | -42.7% | -50.7% | +7.9% | -39.7% |
| 10Y | +59.7% | -51.2% | +110.9% | +57.8% |
| All | +3,786.1% | +1,107.7% | +2,678.4% | +2,048.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling