+35.2%
HBAN vs ILMN
-54.6%
+89.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.3% |
| 7D | -1.5% | -3.9% | +2.4% | -0.8% |
| 30D | -5.5% | +6.9% | -12.4% | -6.7% |
| 3M | -0.2% | +28.1% | -28.3% | -4.8% |
| 6M | +5.2% | +65.0% | -59.8% | -4.4% |
| YTD | -2.3% | +56.3% | -58.6% | -10.7% |
| 1Y | -2.2% | +108.7% | -110.9% | -16.1% |
| 3Y | +73.8% | +33.1% | +40.8% | +55.0% |
| 5Y | +35.2% | -54.1% | +89.3% | +36.5% |
| All | +35.2% | -54.6% | +89.8% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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