+98.7%
BAX vs ILMN
+1,401.8%
-1,303.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | -1.1% | +1.2% | -2.4% | -1.3% |
| 30D | -5.5% | +9.2% | -14.6% | -6.4% |
| 3M | +33.5% | +29.8% | +3.7% | +29.7% |
| 6M | +35.9% | +69.2% | -33.3% | +28.1% |
| YTD | +35.4% | +66.4% | -31.0% | +27.6% |
| 1Y | +9.8% | +123.4% | -113.6% | -0.3% |
| 3Y | -32.7% | +33.2% | -65.9% | -36.3% |
| 5Y | -65.6% | -52.0% | -13.6% | -64.7% |
| 10Y | -34.9% | +33.6% | -68.5% | -40.1% |
| All | +98.7% | +1,401.8% | -1,303.1% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling