-20.9%
BAX vs ILMN
+88.1%
-109.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -1.9% | +0.1% |
| 7D | +12.1% | -9.7% | +21.8% | +14.2% |
| 30D | +7.6% | -20.4% | +28.0% | +11.7% |
| 3M | -4.5% | +10.0% | -14.5% | -8.1% |
| 6M | +52.0% | +49.5% | +2.5% | +36.6% |
| YTD | +35.1% | +62.5% | -27.4% | +18.3% |
| 1Y | +43.7% | +76.0% | -32.3% | +23.6% |
| 3Y | -20.9% | +94.2% | -115.1% | -36.0% |
| All | -20.9% | +88.1% | -109.0% | -36.0% |
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