+986.5%
ILMN vs BMRN
+195.4%
+791.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -2.9% | +2.1% | -5.0% | -3.6% |
| 30D | -23.8% | +3.8% | -27.6% | -25.0% |
| 3M | +7.5% | -16.5% | +23.9% | +13.6% |
| 6M | +42.8% | +6.9% | +35.9% | +38.1% |
| YTD | +57.8% | -3.7% | +61.5% | +57.5% |
| 1Y | +72.6% | +5.6% | +67.1% | +66.2% |
| 3Y | +129.3% | -31.4% | +160.7% | +151.3% |
| 5Y | -44.5% | -30.0% | -14.5% | -40.1% |
| 10Y | +54.5% | -37.4% | +92.0% | +61.4% |
| All | +986.5% | +195.4% | +791.1% | +404.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling