+1,115.4%
HON vs ILMN
+1,401.8%
-286.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.2% |
| 7D | -3.6% | +1.2% | -4.8% | -3.8% |
| 30D | -15.3% | +9.2% | -24.4% | -16.4% |
| 3M | -7.9% | +29.8% | -37.7% | -11.4% |
| 6M | -18.1% | +69.2% | -87.3% | -24.1% |
| YTD | +3.8% | +66.4% | -62.5% | -3.9% |
| 1Y | +0.5% | +123.4% | -122.9% | -11.3% |
| 3Y | +19.8% | +33.2% | -13.4% | +11.1% |
| 5Y | +2.9% | -52.0% | +54.9% | +6.8% |
| 10Y | +134.6% | +33.6% | +101.0% | +107.3% |
| All | +1,115.4% | +1,401.8% | -286.4% | +479.2% |
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