-40.9%
ILMN vs BBIO
+148.5%
-189.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.6% | -3.1% |
| 7D | -3.9% | -0.5% | -3.3% | -3.8% |
| 30D | +6.9% | -10.1% | +17.0% | +8.5% |
| 3M | +28.1% | +12.4% | +15.7% | +25.7% |
| 6M | +65.0% | +15.9% | +49.0% | +60.7% |
| YTD | +56.3% | -0.5% | +56.8% | +54.7% |
| 1Y | +108.7% | +42.2% | +66.5% | +95.4% |
| 3Y | +33.1% | +167.8% | -134.7% | +11.0% |
| 5Y | -54.1% | +49.6% | -103.7% | -67.2% |
| All | -40.9% | +148.5% | -189.4% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling