+28.6%
BMY vs ILMN
-46.1%
+74.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.0% | -1.8% |
| 7D | -0.5% | -9.7% | +9.1% | +0.2% |
| 30D | +4.1% | -20.4% | +24.5% | +5.7% |
| 3M | -2.1% | +10.0% | -12.1% | -4.1% |
| 6M | +12.2% | +49.5% | -37.3% | +6.3% |
| YTD | +20.3% | +62.5% | -42.2% | +12.5% |
| 1Y | +39.2% | +76.0% | -36.8% | +29.0% |
| 3Y | +35.6% | +94.2% | -58.6% | +21.8% |
| All | +28.6% | -46.1% | +74.8% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling