+1,658.7%
HCA vs ILMN
+247.0%
+1,411.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.8% |
| 7D | -3.1% | +1.2% | -4.3% | -3.3% |
| 30D | -1.1% | +9.2% | -10.3% | -2.8% |
| 3M | +12.2% | +29.8% | -17.7% | +6.6% |
| 6M | -25.3% | +69.2% | -94.5% | -32.6% |
| YTD | -12.9% | +66.4% | -79.3% | -21.5% |
| 1Y | -0.9% | +123.4% | -124.3% | -16.4% |
| 3Y | +47.6% | +33.2% | +14.5% | +33.7% |
| 5Y | +67.0% | -52.0% | +118.9% | +79.0% |
| 10Y | +471.4% | +33.6% | +437.8% | +385.5% |
| All | +1,658.7% | +247.0% | +1,411.6% | +1,302.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling