+19.6%
HPQ vs ILMN
+118.2%
-98.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.8% |
| 7D | +3.2% | -2.9% | +6.0% | +3.6% |
| 30D | -3.6% | -23.8% | +20.2% | +0.4% |
| 3M | -5.3% | +7.5% | -12.7% | -7.8% |
| 6M | +41.1% | +42.8% | -1.6% | +29.4% |
| YTD | +36.9% | +57.8% | -21.0% | +21.9% |
| 1Y | +23.5% | +72.6% | -49.1% | +7.8% |
| 3Y | +19.6% | +129.3% | -109.8% | -5.7% |
| All | +19.6% | +118.2% | -98.7% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling