-35.6%
BAX vs ILMN
+64.4%
-100.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.6% |
| 7D | +3.6% | -9.8% | +13.4% | +5.7% |
| 30D | +8.5% | -22.7% | +31.2% | +13.6% |
| 3M | -4.9% | +12.1% | -16.9% | -8.4% |
| 6M | +47.0% | +51.5% | -4.5% | +32.4% |
| YTD | +38.4% | +63.9% | -25.4% | +21.9% |
| 1Y | +49.1% | +76.6% | -27.4% | +29.2% |
| 3Y | -14.9% | +124.6% | -139.5% | -32.4% |
| 5Y | -63.1% | -42.7% | -20.4% | -62.5% |
| 10Y | -35.6% | +59.7% | -95.3% | -48.4% |
| All | -35.6% | +64.4% | -100.0% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling