+123.4%
ILMN vs BDX
+27.3%
+96.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -1.1% |
| 7D | +1.2% | -2.5% | +3.7% | +1.9% |
| 30D | +9.2% | +8.3% | +0.9% | +7.2% |
| 3M | +29.8% | +24.4% | +5.5% | +22.4% |
| 6M | +69.2% | +9.2% | +60.0% | +65.2% |
| YTD | +66.4% | +22.7% | +43.7% | +53.1% |
| 1Y | +123.4% | +25.9% | +97.5% | +110.5% |
| All | +123.4% | +27.3% | +96.1% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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