+40.7%
ILMN vs BWA
+71.5%
-30.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.3% | -2.3% |
| 7D | +1.2% | +5.7% | -4.4% | -0.3% |
| 30D | +9.2% | +1.4% | +7.8% | +8.5% |
| 3M | +29.8% | -12.1% | +41.9% | +34.0% |
| 6M | +69.2% | +28.6% | +40.6% | +55.0% |
| YTD | +66.4% | +51.1% | +15.3% | +39.2% |
| 1Y | +123.4% | +55.9% | +67.5% | +83.8% |
| All | +40.7% | +71.5% | -30.8% | 0.0% |
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 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