+1,064.7%
HD vs ILMN
+1,331.5%
-266.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.2% | +6.6% | -0.5% |
| 7D | +6.4% | -28.3% | +34.7% | +10.5% |
| 30D | +22.1% | -24.0% | +46.0% | +25.7% |
| 3M | -0.2% | +4.1% | -4.2% | -1.7% |
| 6M | +12.6% | +49.6% | -37.0% | +5.5% |
| YTD | +3.9% | +58.6% | -54.7% | -3.9% |
| 1Y | -3.7% | +69.9% | -73.6% | -11.8% |
| 3Y | +27.9% | +82.9% | -55.0% | +13.2% |
| 5Y | +7.8% | -47.6% | +55.4% | +9.7% |
| 10Y | +269.4% | +58.8% | +210.5% | +223.5% |
| All | +1,064.7% | +1,331.5% | -266.7% | +494.1% |
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