+458.2%
BSX vs ILMN
+1,401.8%
-943.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.0% |
| 7D | +2.0% | +1.2% | +0.8% | +1.8% |
| 30D | +0.1% | +9.2% | -9.1% | -1.2% |
| 3M | -2.1% | +29.8% | -32.0% | -5.9% |
| 6M | -33.8% | +69.2% | -103.0% | -38.9% |
| YTD | -49.9% | +66.4% | -116.2% | -53.7% |
| 1Y | -55.4% | +123.4% | -178.9% | -60.7% |
| 3Y | -10.9% | +33.2% | -44.0% | -17.7% |
| 5Y | +6.4% | -52.0% | +58.4% | +10.6% |
| 10Y | +97.0% | +33.6% | +63.4% | +76.1% |
| All | +458.2% | +1,401.8% | -943.5% | +231.2% |
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