+93.9%
ILMN vs BMRN
+8.7%
+85.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.6% | -7.5% | -5.3% |
| 7D | -21.6% | +2.0% | -23.6% | -22.0% |
| 30D | -22.9% | -0.7% | -22.2% | -22.8% |
| 3M | +11.6% | -5.9% | +17.5% | +12.5% |
| 6M | +62.5% | +3.0% | +59.5% | +59.7% |
| YTD | +72.7% | -3.9% | +76.6% | +72.2% |
| 1Y | +93.9% | +8.8% | +85.1% | +87.0% |
| All | +93.9% | +8.7% | +85.2% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 1y: compounded portfolio wealth divided by compounded BMRN 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…
1y analysis · Full analysis span regression · 6 months rolling