+540.2%
HPE vs ILMN
+25.5%
+514.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.9% | +8.0% | +5.8% |
| 7D | +13.6% | -3.9% | +17.5% | +14.6% |
| 30D | +7.7% | +6.9% | +0.8% | +5.8% |
| 3M | +22.4% | +28.1% | -5.7% | +15.0% |
| 6M | +172.6% | +65.0% | +107.6% | +141.0% |
| YTD | +147.5% | +56.3% | +91.2% | +120.1% |
| 1Y | +151.8% | +108.7% | +43.1% | +106.7% |
| 3Y | +267.1% | +33.1% | +234.0% | +222.9% |
| 5Y | +362.8% | -54.1% | +416.9% | +406.5% |
| 10Y | +540.2% | +27.8% | +512.3% | +423.5% |
| All | +540.2% | +25.5% | +514.7% | +423.5% |
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