+113.0%
HOOD vs ILMN
-46.1%
+159.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.0% |
| 7D | -4.8% | -9.7% | +4.9% | +0.1% |
| 30D | -26.1% | -20.4% | -5.7% | -18.1% |
| 3M | -10.8% | +10.0% | -20.8% | -16.7% |
| 6M | +2.4% | +49.5% | -47.1% | -18.9% |
| YTD | -28.5% | +62.5% | -91.0% | -46.5% |
| 1Y | -36.3% | +76.0% | -112.3% | -54.4% |
| 3Y | +743.7% | +94.2% | +649.5% | +417.6% |
| All | +113.0% | -46.1% | +159.2% | +215.9% |
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