+38.3%
BAX vs ILMN
+72.2%
-33.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +0.1% | -2.9% | +2.9% | +0.5% |
| 30D | +4.1% | -23.8% | +27.9% | +8.0% |
| 3M | -4.5% | +7.5% | -12.0% | -8.4% |
| 6M | +49.2% | +42.8% | +6.5% | +34.2% |
| YTD | +35.2% | +57.8% | -22.6% | +13.1% |
| 1Y | +38.3% | +72.6% | -34.3% | +8.6% |
| All | +38.3% | +72.2% | -33.9% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling