+36.2%
ILMN vs BDX
-9.5%
+45.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.0% |
| 7D | -3.9% | -4.1% | +0.2% | -2.2% |
| 30D | +6.9% | +0.1% | +6.8% | +6.9% |
| 3M | +28.1% | +18.3% | +9.8% | +19.3% |
| 6M | +65.0% | +10.1% | +54.8% | +58.1% |
| YTD | +56.3% | +19.4% | +36.9% | +43.2% |
| 1Y | +108.7% | +22.3% | +86.4% | +89.1% |
| All | +36.2% | -9.5% | +45.7% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling