+343.8%
HPE vs ILMN
-52.9%
+396.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.3% | +11.0% | +8.4% |
| 7D | +10.1% | +1.9% | +8.2% | +9.7% |
| 30D | +5.3% | +12.3% | -7.0% | +2.8% |
| 3M | +12.7% | +33.5% | -20.9% | +6.1% |
| 6M | +167.7% | +69.4% | +98.3% | +140.3% |
| YTD | +135.5% | +60.9% | +74.5% | +112.3% |
| 1Y | +143.4% | +115.0% | +28.4% | +105.1% |
| 3Y | +249.2% | +37.0% | +212.2% | +207.7% |
| 5Y | +343.8% | -53.1% | +397.0% | +298.9% |
| All | +343.8% | -52.9% | +396.7% | +298.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling