+125.1%
HOOD vs ILMN
-57.0%
+182.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -8.2% | -2.1% | -6.3% |
| 7D | -14.4% | -28.3% | +13.9% | 0.0% |
| 30D | -30.0% | -24.0% | -6.0% | -20.7% |
| 3M | -15.5% | +4.1% | -19.6% | -18.9% |
| 6M | +1.8% | +49.6% | -47.8% | -19.4% |
| YTD | -30.7% | +58.6% | -89.3% | -47.5% |
| 1Y | -45.0% | +69.9% | -114.9% | -59.8% |
| 3Y | +709.0% | +82.9% | +626.1% | +414.4% |
| 5Y | +111.8% | -47.6% | +159.4% | +192.0% |
| All | +125.1% | -57.0% | +182.1% | +242.4% |
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