+113.3%
BSX vs ILMN
+54.3%
+59.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +3.7% | -2.9% | +6.6% | +4.3% |
| 30D | +3.1% | -23.8% | +26.9% | +7.9% |
| 3M | -14.2% | +7.5% | -21.7% | -17.1% |
| 6M | -16.4% | +42.8% | -59.2% | -24.6% |
| YTD | -53.5% | +57.8% | -111.3% | -59.3% |
| 1Y | -57.8% | +72.6% | -130.4% | -63.8% |
| 3Y | -17.4% | +129.3% | -146.8% | -38.3% |
| 5Y | +5.4% | -44.5% | +49.9% | +14.7% |
| All | +113.3% | +54.3% | +59.0% | +52.4% |
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