+129.3%
ILMN vs BWA
+64.0%
+65.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -2.9% | +4.3% | -7.1% | -4.1% |
| 30D | -23.8% | -13.0% | -10.8% | -20.8% |
| 3M | +7.5% | -24.8% | +32.3% | +15.8% |
| 6M | +42.8% | -23.5% | +66.3% | +51.9% |
| YTD | +57.8% | +13.8% | +44.0% | +39.0% |
| 1Y | +72.6% | +13.4% | +59.2% | +52.0% |
| 3Y | +129.3% | +62.8% | +66.6% | +58.4% |
| All | +129.3% | +64.0% | +65.4% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling