-1.2%
BSX vs ILMN
-52.9%
+51.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.3% | -2.6% | -5.5% |
| 7D | -6.4% | +1.9% | -8.3% | -6.7% |
| 30D | -8.8% | +12.3% | -21.1% | -10.2% |
| 3M | -7.6% | +33.5% | -41.2% | -11.1% |
| 6M | -37.0% | +69.4% | -106.3% | -41.4% |
| YTD | -52.8% | +60.9% | -113.7% | -55.9% |
| 1Y | -58.4% | +115.0% | -173.4% | -62.9% |
| 3Y | -16.5% | +37.0% | -53.5% | -21.7% |
| 5Y | -1.2% | -53.1% | +52.0% | +18.3% |
| All | -1.2% | -52.9% | +51.7% | +18.3% |
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