+142.2%
HPQ vs ILMN
+1,401.8%
-1,259.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.5% |
| 7D | +6.9% | +1.2% | +5.7% | +6.7% |
| 30D | +14.4% | +9.2% | +5.3% | +12.6% |
| 3M | +25.6% | +29.8% | -4.2% | +20.0% |
| 6M | +75.0% | +69.2% | +5.8% | +60.1% |
| YTD | +50.7% | +66.4% | -15.7% | +37.7% |
| 1Y | +18.7% | +123.4% | -104.7% | +2.8% |
| 3Y | +21.5% | +33.2% | -11.6% | +11.8% |
| 5Y | +31.6% | -52.0% | +83.5% | +37.6% |
| 10Y | +216.1% | +33.6% | +182.4% | +179.4% |
| All | +142.2% | +1,401.8% | -1,259.6% | +19.9% |
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