+1,227.9%
HON vs ILMN
+1,419.4%
-191.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +3.6% |
| 7D | +2.3% | -2.6% | +4.9% | +2.7% |
| 30D | +10.2% | -20.6% | +30.9% | +13.3% |
| 3M | -6.7% | +17.5% | -24.2% | -9.4% |
| 6M | +3.3% | +55.6% | -52.3% | -3.7% |
| YTD | +13.4% | +68.3% | -54.9% | +4.1% |
| 1Y | +14.7% | +81.1% | -66.4% | +4.2% |
| 3Y | +33.4% | +112.2% | -78.7% | +15.7% |
| 5Y | +12.7% | -42.6% | +55.3% | +13.6% |
| 10Y | +164.1% | +70.5% | +93.6% | +126.3% |
| All | +1,227.9% | +1,419.4% | -191.5% | +527.9% |
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 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