+109.9%
BSX vs ILMN
+59.3%
+50.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | -1.5% | -6.0% | +4.5% | -0.4% |
| 30D | +2.9% | -23.0% | +26.0% | +7.5% |
| 3M | -11.8% | +10.4% | -22.3% | -15.3% |
| 6M | -15.4% | +49.4% | -64.9% | -24.4% |
| YTD | -52.7% | +62.3% | -115.0% | -58.8% |
| 1Y | -56.0% | +73.7% | -129.6% | -62.3% |
| 3Y | -12.5% | +122.5% | -135.0% | -34.0% |
| 5Y | +7.6% | -43.2% | +50.7% | +16.6% |
| 10Y | +109.9% | +59.0% | +51.0% | +48.8% |
| All | +109.9% | +59.3% | +50.6% | +48.8% |
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