-3.5%
HD vs ILMN
+74.5%
-78.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | -1.2% | -6.0% | +4.8% | -1.1% |
| 30D | +20.9% | -23.0% | +43.9% | +21.2% |
| 3M | -0.2% | +10.4% | -10.6% | -3.3% |
| 6M | +14.5% | +49.4% | -34.9% | +7.2% |
| YTD | +4.3% | +62.3% | -58.0% | -5.3% |
| 1Y | -3.5% | +73.7% | -77.1% | -14.6% |
| All | -3.5% | +74.5% | -78.0% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling