+71.8%
ILMN vs BWA
+12.4%
+59.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +0.7% | +7.3% | -6.5% | +0.1% |
| 30D | -22.7% | -15.8% | -6.9% | -22.5% |
| 3M | +8.6% | -25.7% | +34.4% | +9.5% |
| 6M | +43.8% | -19.6% | +63.4% | +44.4% |
| YTD | +59.8% | +14.1% | +45.7% | +46.6% |
| 1Y | +71.8% | +12.2% | +59.6% | +58.8% |
| All | +71.8% | +12.4% | +59.3% | +58.8% |
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 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