+986.5%
ILMN vs BDX
+1,648.0%
-661.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.8% |
| 7D | -2.9% | +2.9% | -5.8% | -4.4% |
| 30D | -23.8% | +15.4% | -39.3% | -30.1% |
| 3M | +7.5% | +20.5% | -13.1% | -3.9% |
| 6M | +42.8% | +53.2% | -10.4% | +10.6% |
| YTD | +57.8% | +45.7% | +12.1% | +24.5% |
| 1Y | +72.6% | +47.3% | +25.3% | +35.3% |
| 3Y | +129.3% | +25.1% | +104.3% | +92.9% |
| 5Y | -44.5% | +27.4% | -71.9% | -54.2% |
| 10Y | +54.5% | +95.4% | -40.8% | -4.2% |
| All | +986.5% | +1,648.0% | -661.4% | +189.3% |
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 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