+62.0%
BMY vs ILMN
+28.5%
+33.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.7% |
| 7D | -3.3% | +1.9% | -5.2% | -3.6% |
| 30D | 0.0% | +12.3% | -12.3% | -1.7% |
| 3M | +17.7% | +33.5% | -15.8% | +12.7% |
| 6M | +9.6% | +69.4% | -59.7% | +1.2% |
| YTD | +24.0% | +60.9% | -36.9% | +14.9% |
| 1Y | +45.1% | +115.0% | -69.9% | +28.2% |
| 3Y | +22.5% | +37.0% | -14.5% | +12.6% |
| 5Y | +22.3% | -53.1% | +75.4% | +29.3% |
| 10Y | +62.0% | +27.6% | +34.4% | +38.4% |
| All | +62.0% | +28.5% | +33.5% | +38.4% |
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