+123.6%
HOOD vs ILMN
-57.2%
+180.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.7% |
| 7D | -3.8% | -2.9% | -0.9% | -2.3% |
| 30D | -23.0% | -23.8% | +0.9% | -12.7% |
| 3M | -21.6% | +7.5% | -29.1% | -25.9% |
| 6M | +1.4% | +42.8% | -41.3% | -17.7% |
| YTD | -31.2% | +57.8% | -89.0% | -47.7% |
| 1Y | -35.9% | +72.6% | -108.5% | -53.6% |
| 3Y | +836.9% | +129.3% | +707.6% | +420.8% |
| 5Y | +121.1% | -44.5% | +165.6% | +195.9% |
| All | +123.6% | -57.2% | +180.8% | +241.0% |
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