+24.3%
ILMN vs BMRN
-29.6%
+53.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | -5.4% | -1.3% | -4.1% | -4.9% |
| 30D | +7.0% | -6.5% | +13.5% | +9.9% |
| 3M | +24.2% | +18.3% | +6.0% | +15.4% |
| 6M | +69.9% | +8.9% | +61.0% | +62.4% |
| YTD | +57.4% | +10.5% | +46.9% | +49.1% |
| 1Y | +107.9% | +17.5% | +90.4% | +90.7% |
| 3Y | +37.1% | -27.7% | +64.9% | +49.5% |
| 5Y | -53.7% | -15.8% | -37.9% | -53.1% |
| All | +24.3% | -29.6% | +53.9% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling