+36.2%
ILMN vs BMRN
-28.6%
+64.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.7% |
| 7D | -3.9% | -3.8% | 0.0% | -2.4% |
| 30D | +6.9% | -6.5% | +13.4% | +9.6% |
| 3M | +28.1% | +11.2% | +16.9% | +22.5% |
| 6M | +65.0% | +5.8% | +59.2% | +60.2% |
| YTD | +56.3% | +8.4% | +47.9% | +49.9% |
| 1Y | +108.7% | +15.7% | +93.1% | +93.7% |
| All | +36.2% | -28.6% | +64.8% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling