+499.7%
HCA vs ILMN
+25.5%
+474.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.9% | +7.8% | +5.5% |
| 7D | +4.9% | -3.9% | +8.8% | +5.6% |
| 30D | +1.9% | +6.9% | -5.0% | +0.4% |
| 3M | +12.7% | +28.1% | -15.4% | +7.1% |
| 6M | -22.3% | +65.0% | -87.3% | -30.1% |
| YTD | -9.3% | +56.3% | -65.6% | -17.9% |
| 1Y | +2.7% | +108.7% | -106.0% | -13.3% |
| 3Y | +57.8% | +33.1% | +24.7% | +42.4% |
| 5Y | +70.3% | -54.1% | +124.4% | +91.7% |
| 10Y | +499.7% | +27.8% | +471.8% | +404.9% |
| All | +499.7% | +25.5% | +474.2% | +404.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling