+110.8%
ILMN vs BMRN
+18.4%
+92.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.4% |
| 7D | -9.2% | -1.4% | -7.8% | -8.8% |
| 30D | +4.4% | -5.8% | +10.2% | +6.3% |
| 3M | +23.9% | +16.6% | +7.3% | +17.2% |
| 6M | +64.5% | +7.6% | +56.9% | +60.2% |
| YTD | +53.5% | +10.2% | +43.2% | +47.7% |
| 1Y | +110.8% | +20.2% | +90.6% | +94.1% |
| All | +110.8% | +18.4% | +92.3% | +94.1% |
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