+93.9%
ILMN vs BWA
+17.4%
+76.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -4.8% |
| 7D | -21.6% | -9.9% | -11.7% | -21.3% |
| 30D | -22.9% | -16.4% | -6.5% | -22.5% |
| 3M | +11.6% | -19.8% | +31.4% | +12.1% |
| 6M | +62.5% | -10.0% | +72.5% | +62.6% |
| YTD | +72.7% | +12.7% | +60.0% | +57.7% |
| 1Y | +93.9% | +15.7% | +78.2% | +74.5% |
| All | +93.9% | +17.4% | +76.5% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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