+224.7%
HPE vs ILMN
+118.2%
+106.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.4% |
| 7D | +7.9% | -2.9% | +10.7% | +8.7% |
| 30D | -23.5% | -23.8% | +0.3% | -18.4% |
| 3M | -19.1% | +7.5% | -26.5% | -20.0% |
| 6M | +51.4% | +42.8% | +8.6% | +40.6% |
| YTD | +103.4% | +57.8% | +45.6% | +83.4% |
| 1Y | +114.4% | +72.6% | +41.8% | +89.2% |
| 3Y | +224.7% | +129.3% | +95.3% | +134.1% |
| All | +224.7% | +118.2% | +106.4% | +134.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling