+1,045.4%
ILMN vs BWA
+2,283.5%
-1,238.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.3% | -2.6% |
| 7D | +1.2% | +5.7% | -4.4% | -0.9% |
| 30D | +9.2% | +1.4% | +7.8% | +8.3% |
| 3M | +29.8% | -12.1% | +41.9% | +35.1% |
| 6M | +69.2% | +28.6% | +40.6% | +51.1% |
| YTD | +66.4% | +51.1% | +15.3% | +36.5% |
| 1Y | +123.4% | +55.9% | +67.5% | +80.6% |
| 3Y | +33.2% | +70.1% | -37.0% | +1.8% |
| 5Y | -52.0% | +90.7% | -142.6% | -65.7% |
| 10Y | +33.6% | +154.0% | -120.4% | -22.6% |
| All | +1,045.4% | +2,283.5% | -1,238.1% | +106.0% |
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 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