+122.0%
HCA vs ILMN
+118.2%
+3.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | +0.8% | -2.9% | +3.7% | +0.9% |
| 30D | +6.1% | -23.8% | +29.9% | +7.2% |
| 3M | +21.4% | +7.5% | +14.0% | +20.4% |
| 6M | +17.2% | +42.8% | -25.6% | +14.1% |
| YTD | +7.5% | +57.8% | -50.4% | +3.8% |
| 1Y | +6.2% | +72.6% | -66.4% | +1.9% |
| 3Y | +122.0% | +129.3% | -7.3% | +103.1% |
| All | +122.0% | +118.2% | +3.8% | +103.1% |
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