+143.4%
HPE vs ILMN
+113.9%
+29.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.3% | +11.0% | +8.0% |
| 7D | +10.1% | +1.9% | +8.2% | +10.0% |
| 30D | +5.3% | +12.3% | -7.0% | +4.4% |
| 3M | +12.7% | +33.5% | -20.9% | +10.2% |
| 6M | +167.7% | +69.4% | +98.3% | +157.5% |
| YTD | +135.5% | +60.9% | +74.5% | +126.5% |
| 1Y | +143.4% | +115.0% | +28.4% | +131.8% |
| All | +143.4% | +113.9% | +29.5% | +131.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling