+3.1%
HON vs ILMN
-54.6%
+57.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.2% |
| 7D | -0.6% | -3.9% | +3.3% | 0.0% |
| 30D | -15.4% | +6.9% | -22.3% | -16.4% |
| 3M | -9.1% | +28.1% | -37.2% | -12.7% |
| 6M | -17.1% | +65.0% | -82.0% | -23.5% |
| YTD | +1.5% | +56.3% | -54.8% | -6.0% |
| 1Y | -1.3% | +108.7% | -110.0% | -13.4% |
| 3Y | +19.5% | +33.1% | -13.5% | +9.6% |
| 5Y | +3.1% | -54.1% | +57.2% | +10.9% |
| All | +3.1% | -54.6% | +57.7% | +10.9% |
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