+522.9%
HPE vs ILMN
+46.3%
+476.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.8% |
| 7D | -18.7% | -9.7% | -9.0% | -16.5% |
| 30D | -37.9% | -20.4% | -17.5% | -34.4% |
| 3M | -14.4% | +10.0% | -24.4% | -16.5% |
| 6M | +48.2% | +49.5% | -1.3% | +34.1% |
| YTD | +88.6% | +62.5% | +26.1% | +65.9% |
| 1Y | +94.8% | +76.0% | +18.8% | +68.1% |
| 3Y | +202.7% | +94.2% | +108.5% | +143.5% |
| 5Y | +231.6% | -46.3% | +278.0% | +248.5% |
| 10Y | +361.9% | +62.7% | +299.2% | +256.4% |
| All | +522.9% | +46.3% | +476.6% | +381.0% |
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