+257.9%
HD vs ILMN
+61.7%
+196.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.2% |
| 7D | +3.6% | -2.6% | +6.2% | +3.9% |
| 30D | +21.6% | -20.6% | +42.2% | +26.1% |
| 3M | +0.1% | +17.5% | -17.3% | -5.1% |
| 6M | +13.0% | +55.6% | -42.6% | +0.5% |
| YTD | +4.9% | +68.3% | -63.4% | -9.0% |
| 1Y | -2.1% | +81.1% | -83.2% | -16.6% |
| 3Y | +32.6% | +112.2% | -79.6% | +3.7% |
| 5Y | +8.2% | -42.6% | +50.8% | +12.5% |
| 10Y | +257.9% | +70.5% | +187.4% | +196.2% |
| All | +257.9% | +61.7% | +196.2% | +196.2% |
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 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