+50.4%
HCA vs ILMN
+37.1%
+13.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.5% | -0.5% |
| 7D | -2.8% | +1.9% | -4.7% | -2.9% |
| 30D | -2.7% | +12.3% | -15.0% | -3.5% |
| 3M | +11.5% | +33.5% | -22.1% | +9.2% |
| 6M | -24.3% | +69.4% | -93.6% | -27.2% |
| YTD | -13.6% | +60.9% | -74.5% | -16.7% |
| 1Y | -3.2% | +115.0% | -118.2% | -9.4% |
| 3Y | +50.4% | +37.0% | +13.4% | +49.6% |
| All | +50.4% | +37.1% | +13.4% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling