+21.2%
ILMN vs BDX
+58.0%
-36.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.8% |
| 7D | -9.2% | -5.4% | -3.8% | -6.4% |
| 30D | +4.4% | -2.2% | +6.5% | +5.7% |
| 3M | +23.9% | +20.1% | +3.8% | +11.4% |
| 6M | +64.5% | +9.1% | +55.5% | +55.4% |
| YTD | +53.5% | +17.9% | +35.6% | +37.5% |
| 1Y | +110.8% | +22.1% | +88.7% | +84.7% |
| 3Y | +30.7% | -10.5% | +41.2% | +34.2% |
| 5Y | -54.8% | -2.6% | -52.2% | -56.5% |
| All | +21.2% | +58.0% | -36.8% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling