+8.2%
HD vs ILMN
-43.3%
+51.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.4% |
| 7D | +3.6% | -2.6% | +6.2% | +3.8% |
| 30D | +21.6% | -20.6% | +42.2% | +25.0% |
| 3M | +0.1% | +17.5% | -17.3% | -4.2% |
| 6M | +13.0% | +55.6% | -42.6% | +2.7% |
| YTD | +4.9% | +68.3% | -63.4% | -6.6% |
| 1Y | -2.1% | +81.1% | -83.2% | -14.0% |
| 3Y | +32.6% | +112.2% | -79.6% | +8.1% |
| 5Y | +8.2% | -42.6% | +50.8% | +8.5% |
| All | +8.2% | -43.3% | +51.6% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling