-53.1%
ILMN vs BMRN
-16.8%
-36.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.0% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | +12.3% | +1.3% | +11.0% | +11.4% |
| 3M | +33.5% | +14.3% | +19.3% | +25.0% |
| 6M | +69.4% | +5.7% | +63.6% | +63.4% |
| YTD | +60.9% | +8.7% | +52.2% | +52.7% |
| 1Y | +115.0% | +14.6% | +100.3% | +97.4% |
| 3Y | +37.0% | -28.3% | +65.4% | +51.7% |
| 5Y | -53.1% | -15.7% | -37.4% | -52.5% |
| All | -53.1% | -16.8% | -36.3% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling