+1,018.6%
ILMN vs BWA
+1,622.5%
-603.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.4% |
| 7D | -9.7% | -5.5% | -4.2% | -7.6% |
| 30D | -20.4% | -21.7% | +1.3% | -12.5% |
| 3M | +10.0% | -25.6% | +35.6% | +22.2% |
| 6M | +49.5% | -17.4% | +66.9% | +58.0% |
| YTD | +62.5% | +9.2% | +53.3% | +50.3% |
| 1Y | +76.0% | +9.7% | +66.2% | +62.3% |
| 3Y | +94.2% | +54.6% | +39.5% | +54.1% |
| 5Y | -46.3% | +26.8% | -73.1% | -55.3% |
| 10Y | +62.7% | +89.0% | -26.2% | +4.9% |
| All | +1,018.6% | +1,622.5% | -603.9% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling