+968.6%
HD vs ILMN
+1,401.8%
-433.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | -2.1% | +1.2% | -3.3% | -2.2% |
| 30D | -8.4% | +9.2% | -17.6% | -9.6% |
| 3M | +4.3% | +29.8% | -25.5% | +0.5% |
| 6M | -11.1% | +69.2% | -80.3% | -17.5% |
| YTD | -4.7% | +66.4% | -71.0% | -11.6% |
| 1Y | -19.8% | +123.4% | -143.2% | -29.0% |
| 3Y | +4.1% | +33.2% | -29.1% | -3.1% |
| 5Y | +10.3% | -52.0% | +62.3% | +14.5% |
| 10Y | +203.2% | +33.6% | +169.6% | +171.5% |
| All | +968.6% | +1,401.8% | -433.2% | +446.7% |
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