+93.9%
ILMN vs BDX
+54.0%
+39.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.6% | -10.5% | -5.8% |
| 7D | -21.6% | +7.2% | -28.7% | -22.5% |
| 30D | -22.9% | +15.8% | -38.6% | -25.2% |
| 3M | +11.6% | +23.7% | -12.1% | +6.9% |
| 6M | +62.5% | +44.8% | +17.7% | +49.7% |
| YTD | +72.7% | +39.8% | +32.9% | +56.1% |
| 1Y | +93.9% | +52.3% | +41.5% | +72.6% |
| All | +93.9% | +54.0% | +39.9% | +72.6% |
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