+59.0%
ILMN vs BWA
+92.6%
-33.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.5% |
| 7D | -6.0% | +1.7% | -7.7% | -6.4% |
| 30D | -23.0% | -14.6% | -8.4% | -18.8% |
| 3M | +10.4% | -26.2% | +36.7% | +21.3% |
| 6M | +49.4% | -18.4% | +67.8% | +57.4% |
| YTD | +62.3% | +14.7% | +47.7% | +48.1% |
| 1Y | +73.7% | +13.3% | +60.3% | +58.9% |
| 3Y | +122.5% | +64.7% | +57.8% | +74.9% |
| 5Y | -43.2% | +32.2% | -75.3% | -53.4% |
| 10Y | +59.0% | +96.8% | -37.8% | +23.0% |
| All | +59.0% | +92.6% | -33.6% | +23.0% |
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