+70.5%
ILMN vs BWA
+101.5%
-31.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.4% | -1.8% | +1.8% |
| 7D | -2.6% | -0.6% | -2.0% | -2.3% |
| 30D | -20.6% | -16.1% | -4.5% | -15.8% |
| 3M | +17.5% | -24.6% | +42.1% | +28.2% |
| 6M | +55.6% | -15.7% | +71.3% | +62.0% |
| YTD | +68.3% | +15.1% | +53.3% | +53.3% |
| 1Y | +81.1% | +15.9% | +65.3% | +64.4% |
| 3Y | +112.2% | +67.1% | +45.1% | +65.8% |
| 5Y | -42.6% | +34.7% | -77.3% | -53.2% |
| 10Y | +70.5% | +99.5% | -29.0% | +27.7% |
| All | +70.5% | +101.5% | -31.0% | +27.7% |
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