+113.2%
HPQ vs ILMN
+1,366.8%
-1,253.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.8% | -3.7% |
| 7D | -1.1% | -9.7% | +8.6% | +0.3% |
| 30D | -11.7% | -20.4% | +8.7% | -9.0% |
| 3M | +2.0% | +10.0% | -8.0% | -0.6% |
| 6M | +35.9% | +49.5% | -13.6% | +26.0% |
| YTD | +32.7% | +62.5% | -29.8% | +20.7% |
| 1Y | +14.3% | +76.0% | -61.7% | +2.7% |
| 3Y | +17.8% | +94.2% | -76.3% | +1.7% |
| 5Y | +7.6% | -46.3% | +53.9% | +9.9% |
| 10Y | +171.7% | +62.7% | +108.9% | +133.7% |
| All | +113.2% | +1,366.8% | -1,253.5% | +5.1% |
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 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