+142.2%
HON vs ILMN
+29.2%
+113.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.1% |
| 7D | -0.8% | +1.9% | -2.7% | -1.2% |
| 30D | -15.2% | +12.3% | -27.5% | -17.2% |
| 3M | -6.0% | +33.5% | -39.5% | -11.3% |
| 6M | -14.9% | +69.4% | -84.3% | -23.4% |
| YTD | +3.2% | +60.9% | -57.8% | -6.8% |
| 1Y | 0.0% | +115.0% | -115.0% | -15.4% |
| 3Y | +21.5% | +37.0% | -15.5% | +8.9% |
| 5Y | +4.0% | -53.1% | +57.2% | +13.6% |
| All | +142.2% | +29.2% | +113.0% | +100.8% |
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