-53.1%
ILMN vs BWA
+88.6%
-141.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.6% |
| 7D | +1.9% | +4.3% | -2.4% | +0.4% |
| 30D | +12.3% | -2.9% | +15.2% | +13.2% |
| 3M | +33.5% | -12.4% | +46.0% | +39.0% |
| 6M | +69.4% | +28.6% | +40.8% | +52.0% |
| YTD | +60.9% | +48.2% | +12.7% | +32.3% |
| 1Y | +115.0% | +50.9% | +64.0% | +74.8% |
| 3Y | +37.0% | +72.2% | -35.1% | +1.6% |
| 5Y | -53.1% | +91.1% | -144.2% | -68.8% |
| All | -53.1% | +88.6% | -141.7% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling