+250.7%
HOOD vs ILMN
-54.9%
+305.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.3% |
| 7D | +17.1% | +1.2% | +15.9% | +16.7% |
| 30D | +31.6% | +9.2% | +22.4% | +26.2% |
| 3M | +38.2% | +29.8% | +8.4% | +20.6% |
| 6M | +48.5% | +69.2% | -20.7% | +13.5% |
| YTD | +8.0% | +66.4% | -58.4% | -18.2% |
| 1Y | +18.7% | +123.4% | -104.7% | -24.8% |
| 3Y | +999.1% | +33.2% | +965.9% | +770.3% |
| 5Y | +181.7% | -52.0% | +233.6% | +319.5% |
| All | +250.7% | -54.9% | +305.6% | +433.0% |
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 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