+93.9%
ILMN vs BBIO
+26.8%
+67.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.2% | -10.1% | -4.7% |
| 7D | -21.6% | +10.0% | -31.5% | -21.2% |
| 30D | -22.9% | +17.8% | -40.6% | -22.7% |
| 3M | +11.6% | -5.1% | +16.7% | +12.9% |
| 6M | +62.5% | +12.9% | +49.6% | +63.1% |
| YTD | +72.7% | +1.8% | +70.9% | +77.5% |
| 1Y | +93.9% | +26.9% | +66.9% | +85.2% |
| All | +93.9% | +26.8% | +67.0% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 1y: compounded portfolio wealth divided by compounded BBIO 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…
1y analysis · Full analysis span regression · 6 months rolling