+1,045.4%
ILMN vs BMRN
+243.4%
+802.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | +1.2% | +2.9% | -1.7% | +0.3% |
| 30D | +9.2% | +11.0% | -1.9% | +5.2% |
| 3M | +29.8% | +17.8% | +12.0% | +22.5% |
| 6M | +69.2% | +10.1% | +59.1% | +62.6% |
| YTD | +66.4% | +11.9% | +54.4% | +58.6% |
| 1Y | +123.4% | +17.2% | +106.2% | +108.9% |
| 3Y | +33.2% | -28.5% | +61.7% | +44.0% |
| 5Y | -52.0% | -21.7% | -30.3% | -50.0% |
| 10Y | +33.6% | -30.5% | +64.1% | +35.0% |
| All | +1,045.4% | +243.4% | +802.0% | +408.1% |
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 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