+273.4%
BMY vs ILMN
+1,401.8%
-1,128.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | +0.4% | +1.2% | -0.9% | +0.2% |
| 30D | +5.0% | +9.2% | -4.2% | +4.1% |
| 3M | +19.4% | +29.8% | -10.5% | +16.4% |
| 6M | +9.5% | +69.2% | -59.7% | +4.1% |
| YTD | +28.1% | +66.4% | -38.3% | +21.6% |
| 1Y | +50.0% | +123.4% | -73.4% | +38.2% |
| 3Y | +24.1% | +33.2% | -9.1% | +18.1% |
| 5Y | +25.0% | -52.0% | +77.0% | +27.5% |
| 10Y | +68.7% | +33.6% | +35.1% | +54.9% |
| All | +273.4% | +1,401.8% | -1,128.4% | +167.2% |
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