+112.9%
HPQ vs ILMN
+1,379.0%
-1,266.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.0% |
| 7D | +0.5% | -9.8% | +10.3% | +2.0% |
| 30D | -5.9% | -22.7% | +16.8% | -2.5% |
| 3M | -3.7% | +12.1% | -15.8% | -6.3% |
| 6M | +28.1% | +51.5% | -23.4% | +18.5% |
| YTD | +32.5% | +63.9% | -31.4% | +20.4% |
| 1Y | +18.1% | +76.6% | -58.5% | +6.0% |
| 3Y | +16.4% | +124.6% | -108.2% | -1.6% |
| 5Y | +8.9% | -42.7% | +51.6% | +10.1% |
| 10Y | +157.6% | +59.7% | +98.0% | +122.2% |
| All | +112.9% | +1,379.0% | -1,266.1% | +4.8% |
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