+57.3%
BMY vs ILMN
+56.2%
+1.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.7% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | +10.0% | -22.7% | +32.7% | +13.1% |
| 3M | -1.2% | +8.6% | -9.8% | -3.7% |
| 6M | +12.8% | +43.8% | -31.0% | +5.2% |
| YTD | +20.7% | +59.8% | -39.1% | +10.2% |
| 1Y | +32.6% | +71.8% | -39.2% | +19.7% |
| 3Y | +41.8% | +119.0% | -77.2% | +20.0% |
| 5Y | +29.0% | -43.8% | +72.8% | +30.8% |
| All | +57.3% | +56.2% | +1.1% | +32.3% |
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