+198.9%
HPQ vs ILMN
+28.5%
+170.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.2% | -3.7% |
| 7D | -0.5% | +1.9% | -2.4% | -0.9% |
| 30D | +3.7% | +12.3% | -8.6% | +0.5% |
| 3M | +24.3% | +33.5% | -9.2% | +14.7% |
| 6M | +64.8% | +69.4% | -4.6% | +42.6% |
| YTD | +43.9% | +60.9% | -17.0% | +25.3% |
| 1Y | +11.7% | +115.0% | -103.3% | -11.0% |
| 3Y | +19.7% | +37.0% | -17.3% | +3.3% |
| 5Y | +32.2% | -53.1% | +85.4% | +47.8% |
| 10Y | +198.9% | +27.6% | +171.4% | +146.1% |
| All | +198.9% | +28.5% | +170.5% | +146.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling