-30.0%
BAX vs ILMN
+33.7%
-63.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | -1.1% | +1.2% | -2.4% | -1.4% |
| 30D | -5.5% | +9.2% | -14.6% | -7.5% |
| 3M | +33.5% | +29.8% | +3.7% | +25.7% |
| 6M | +35.9% | +69.2% | -33.3% | +20.4% |
| YTD | +35.4% | +66.4% | -31.0% | +19.7% |
| 1Y | +9.8% | +123.4% | -113.6% | -10.3% |
| All | -30.0% | +33.7% | -63.7% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling