+599.2%
HPE vs ILMN
+46.2%
+553.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.8% | +5.1% |
| 7D | +0.3% | -6.0% | +6.3% | +2.0% |
| 30D | -28.6% | -23.0% | -5.5% | -24.0% |
| 3M | -7.4% | +10.4% | -17.8% | -9.7% |
| 6M | +63.7% | +49.4% | +14.3% | +48.1% |
| YTD | +111.7% | +62.3% | +49.4% | +86.2% |
| 1Y | +123.5% | +73.7% | +49.8% | +93.5% |
| 3Y | +238.7% | +122.5% | +116.2% | +164.2% |
| 5Y | +261.0% | -43.2% | +304.2% | +273.7% |
| 10Y | +390.2% | +59.0% | +331.2% | +280.3% |
| All | +599.2% | +46.2% | +553.0% | +440.0% |
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