+621.7%
HPE vs ILMN
+49.8%
+571.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.1% |
| 7D | -0.6% | +1.2% | -1.8% | -0.8% |
| 30D | -2.3% | +9.2% | -11.5% | -4.4% |
| 3M | -2.9% | +29.8% | -32.7% | -8.9% |
| 6M | +143.6% | +69.2% | +74.4% | +114.0% |
| YTD | +118.5% | +66.4% | +52.1% | +91.5% |
| 1Y | +129.2% | +123.4% | +5.8% | +85.0% |
| 3Y | +212.5% | +33.2% | +179.4% | +175.1% |
| 5Y | +286.9% | -52.0% | +338.9% | +319.6% |
| 10Y | +432.3% | +33.6% | +398.7% | +324.1% |
| All | +621.7% | +49.8% | +571.9% | +455.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling