+2,071.1%
HCA vs ILMN
+229.2%
+1,841.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +0.8% | -2.9% | +3.7% | +1.3% |
| 30D | +6.1% | -23.8% | +29.9% | +10.3% |
| 3M | +21.4% | +7.5% | +14.0% | +18.3% |
| 6M | +17.2% | +42.8% | -25.6% | +8.0% |
| YTD | +7.5% | +57.8% | -50.4% | -3.4% |
| 1Y | +6.2% | +72.6% | -66.4% | -6.2% |
| 3Y | +122.0% | +129.3% | -7.3% | +78.1% |
| 5Y | +112.2% | -44.5% | +156.7% | +118.2% |
| 10Y | +675.7% | +54.5% | +621.2% | +542.2% |
| All | +2,071.1% | +229.2% | +1,841.9% | +1,626.2% |
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