+1,045.4%
ILMN vs BDX
+1,372.4%
-327.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | 0.0% | -0.7% |
| 7D | +1.2% | -2.5% | +3.7% | +2.7% |
| 30D | +9.2% | +8.3% | +0.9% | +4.4% |
| 3M | +29.8% | +24.4% | +5.5% | +14.1% |
| 6M | +69.2% | +9.2% | +60.0% | +59.5% |
| YTD | +66.4% | +22.7% | +43.7% | +45.6% |
| 1Y | +123.4% | +25.9% | +97.5% | +92.3% |
| 3Y | +33.2% | -10.5% | +43.6% | +36.3% |
| 5Y | -52.0% | +1.9% | -53.9% | -54.8% |
| 10Y | +33.6% | +58.7% | -25.1% | -5.8% |
| All | +1,045.4% | +1,372.4% | -327.0% | +238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling