+97.3%
BAX vs ILMN
+1,331.5%
-1,234.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.2% | +5.0% | -2.3% |
| 7D | +9.1% | -28.3% | +37.4% | +12.8% |
| 30D | +5.3% | -24.0% | +29.3% | +8.0% |
| 3M | -6.1% | +4.1% | -10.2% | -7.1% |
| 6M | +53.3% | +49.6% | +3.7% | +45.8% |
| YTD | +34.4% | +58.6% | -24.2% | +26.7% |
| 1Y | +43.2% | +69.9% | -26.7% | +34.0% |
| 3Y | -20.1% | +82.9% | -103.0% | -26.9% |
| 5Y | -63.7% | -47.6% | -16.1% | -63.3% |
| 10Y | -36.3% | +58.8% | -95.2% | -42.3% |
| All | +97.3% | +1,331.5% | -1,234.2% | +32.6% |
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 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