+399.3%
BSX vs ILMN
+1,366.8%
-967.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.5% | -6.7% | -4.6% |
| 7D | +1.8% | -9.7% | +11.5% | +3.0% |
| 30D | +2.8% | -20.4% | +23.2% | +5.4% |
| 3M | -13.3% | +10.0% | -23.3% | -15.2% |
| 6M | -23.7% | +49.5% | -73.1% | -28.7% |
| YTD | -55.2% | +62.5% | -117.7% | -58.8% |
| 1Y | -56.8% | +76.0% | -132.8% | -60.8% |
| 3Y | -19.0% | +94.2% | -113.2% | -29.6% |
| 5Y | -0.9% | -46.3% | +45.4% | +0.6% |
| 10Y | +98.3% | +62.7% | +35.5% | +72.6% |
| All | +399.3% | +1,366.8% | -967.5% | +194.7% |
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