-52.8%
ILMN vs BDX
-2.9%
-49.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -1.8% |
| 7D | +1.9% | -4.3% | +6.2% | +4.2% |
| 30D | +12.3% | +1.3% | +11.0% | +11.7% |
| 3M | +33.5% | +20.2% | +13.3% | +21.3% |
| 6M | +69.4% | +8.6% | +60.7% | +61.7% |
| YTD | +60.9% | +19.0% | +41.9% | +45.0% |
| 1Y | +115.0% | +21.2% | +93.8% | +91.6% |
| 3Y | +37.0% | -9.7% | +46.7% | +40.9% |
| All | -52.8% | -2.9% | -49.9% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling