+156.2%
HON vs ILMN
+56.2%
+100.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.3% | -1.5% |
| 7D | +3.6% | +0.7% | +2.8% | +3.4% |
| 30D | +7.8% | -22.7% | +30.5% | +12.3% |
| 3M | -4.8% | +8.6% | -13.4% | -7.4% |
| 6M | -1.7% | +43.8% | -45.5% | -9.7% |
| YTD | +10.7% | +59.8% | -49.1% | -1.1% |
| 1Y | +7.8% | +71.8% | -64.0% | -5.2% |
| 3Y | +28.1% | +119.0% | -90.9% | +2.6% |
| 5Y | +12.2% | -43.8% | +56.0% | +17.0% |
| All | +156.2% | +56.2% | +100.0% | +116.8% |
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