+27.6%
ILMN vs BWA
+142.9%
-115.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.6% |
| 7D | +1.9% | +4.3% | -2.4% | +0.5% |
| 30D | +12.3% | -2.9% | +15.2% | +13.2% |
| 3M | +33.5% | -12.4% | +46.0% | +38.8% |
| 6M | +69.4% | +28.6% | +40.8% | +53.0% |
| YTD | +60.9% | +48.2% | +12.7% | +35.0% |
| 1Y | +115.0% | +50.9% | +64.0% | +78.8% |
| 3Y | +37.0% | +72.2% | -35.1% | +5.8% |
| 5Y | -53.1% | +91.1% | -144.2% | -66.0% |
| 10Y | +27.6% | +144.0% | -116.4% | -21.8% |
| All | +27.6% | +142.9% | -115.4% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling