+370.3%
HPE vs ILMN
+54.3%
+316.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.4% |
| 7D | +7.9% | -2.9% | +10.7% | +8.6% |
| 30D | -23.5% | -23.8% | +0.3% | -18.3% |
| 3M | -19.1% | +7.5% | -26.5% | -20.6% |
| 6M | +51.4% | +42.8% | +8.6% | +38.5% |
| YTD | +103.4% | +57.8% | +45.6% | +80.0% |
| 1Y | +114.4% | +72.6% | +41.8% | +85.7% |
| 3Y | +224.7% | +129.3% | +95.3% | +150.4% |
| 5Y | +277.8% | -44.5% | +322.3% | +295.2% |
| All | +370.3% | +54.3% | +316.0% | +295.1% |
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