+57.5%
BMY vs ILMN
+61.7%
-4.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.5% |
| 7D | -1.4% | -2.6% | +1.2% | -1.2% |
| 30D | +5.1% | -20.6% | +25.7% | +7.7% |
| 3M | -3.0% | +17.5% | -20.5% | -6.4% |
| 6M | +13.1% | +55.6% | -42.6% | +4.4% |
| YTD | +20.3% | +68.3% | -48.0% | +9.2% |
| 1Y | +39.0% | +81.1% | -42.1% | +24.7% |
| 3Y | +42.0% | +112.2% | -70.2% | +20.8% |
| 5Y | +28.5% | -42.6% | +71.1% | +30.3% |
| 10Y | +57.5% | +70.5% | -13.0% | +30.9% |
| All | +57.5% | +61.7% | -4.2% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling